+119.4%
WULF vs SEI
+644.4%
-525.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.3% |
| 7D | +1.4% | +22.6% | -21.2% | -4.3% |
| 30D | -2.6% | +9.1% | -11.7% | -5.1% |
| 3M | -34.0% | -11.3% | -22.6% | -32.2% |
| 6M | +10.0% | +22.0% | -12.0% | +3.8% |
| YTD | +45.7% | +47.3% | -1.6% | +31.7% |
| 1Y | +57.3% | +124.8% | -67.4% | +28.8% |
| 3Y | +878.9% | +591.3% | +287.7% | +564.9% |
| 5Y | -28.3% | +1,008.2% | -1,036.5% | -53.8% |
| All | +119.4% | +644.4% | -525.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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