-34.4%
WULF vs SCHW
+0.2%
-34.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.8% | -13.0% | -13.6% |
| 7D | -20.9% | +3.5% | -24.4% | -21.5% |
| 30D | -32.7% | -4.4% | -28.3% | -31.8% |
| 3M | -44.2% | -14.0% | -30.2% | -41.8% |
| 6M | -57.1% | +0.8% | -57.9% | -59.2% |
| YTD | -12.3% | -6.4% | -5.9% | -14.1% |
| 1Y | -34.4% | +0.1% | -34.5% | -43.2% |
| All | -34.4% | +0.2% | -34.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling