+1,654.8%
WULF vs SCHW
+11,706.4%
-10,051.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.9% |
| 7D | -0.6% | -2.8% | +2.2% | -0.3% |
| 30D | -3.6% | -0.1% | -3.6% | -3.7% |
| 3M | -30.4% | +20.6% | -51.0% | -31.9% |
| 6M | +12.5% | +15.9% | -3.5% | +10.4% |
| YTD | +40.5% | +8.5% | +32.0% | +39.0% |
| 1Y | +53.0% | +17.8% | +35.1% | +50.1% |
| 3Y | +796.7% | +88.5% | +708.1% | +745.3% |
| 5Y | -30.9% | +60.6% | -91.5% | -34.0% |
| 10Y | +76.1% | +298.0% | -221.9% | +59.2% |
| All | +1,654.8% | +11,706.4% | -10,051.7% | +1,438.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling