+131.0%
WULF vs SE
+553.8%
-422.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.1% | +4.1% |
| 7D | +1.4% | -5.2% | +6.6% | +3.2% |
| 30D | -2.6% | -17.1% | +14.5% | +3.3% |
| 3M | -34.0% | +24.0% | -57.9% | -38.9% |
| 6M | +10.0% | +21.0% | -11.0% | +2.2% |
| YTD | +45.7% | -16.7% | +62.4% | +50.9% |
| 1Y | +57.3% | -45.9% | +103.3% | +86.5% |
| 3Y | +878.9% | +177.8% | +701.1% | +608.5% |
| 5Y | -28.3% | -67.4% | +39.1% | -32.7% |
| All | +131.0% | +553.8% | -422.8% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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