+82.7%
WULF vs SCHW
+301.0%
-218.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -1.9% | +3.3% | +2.1% |
| 30D | -2.6% | -1.6% | -1.0% | -2.3% |
| 3M | -34.0% | +21.3% | -55.2% | -39.5% |
| 6M | +10.0% | +16.5% | -6.5% | +2.0% |
| YTD | +45.7% | +8.4% | +37.3% | +39.6% |
| 1Y | +57.3% | +15.6% | +41.7% | +46.9% |
| 3Y | +878.9% | +86.8% | +792.1% | +674.7% |
| 5Y | -28.3% | +60.5% | -88.8% | -40.6% |
| All | +82.7% | +301.0% | -218.3% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling