+82.7%
WULF vs SCHG
+459.0%
-376.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +2.7% |
| 7D | +1.4% | -1.0% | +2.4% | +2.6% |
| 30D | -2.6% | -1.3% | -1.4% | -1.2% |
| 3M | -34.0% | +5.4% | -39.4% | -37.6% |
| 6M | +10.0% | +14.4% | -4.4% | -3.7% |
| YTD | +45.7% | +8.0% | +37.7% | +37.0% |
| 1Y | +57.3% | +12.7% | +44.6% | +42.8% |
| 3Y | +878.9% | +85.6% | +793.3% | +554.3% |
| 5Y | -28.3% | +85.5% | -113.8% | -54.0% |
| All | +82.7% | +459.0% | -376.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling