+124.5%
WULF vs SEI
+647.2%
-522.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.9% | -5.7% |
| 7D | +15.6% | +28.2% | -12.6% | +7.7% |
| 30D | +5.7% | +15.5% | -9.7% | +1.4% |
| 3M | -32.3% | -1.4% | -30.9% | -32.4% |
| 6M | +23.7% | +37.4% | -13.7% | +13.3% |
| YTD | +49.1% | +47.8% | +1.3% | +34.6% |
| 1Y | +66.3% | +174.3% | -108.0% | +29.8% |
| 3Y | +851.7% | +598.5% | +253.2% | +544.9% |
| 5Y | -30.9% | +1,026.2% | -1,057.1% | -55.6% |
| All | +124.5% | +647.2% | -522.7% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling