-30.9%
WULF vs SFM
+212.1%
-243.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.5% | -5.5% |
| 7D | -0.6% | -8.8% | +8.2% | +1.4% |
| 30D | -3.6% | -14.5% | +10.8% | -0.5% |
| 3M | -30.4% | -16.8% | -13.6% | -27.9% |
| 6M | +12.5% | -5.3% | +17.8% | +11.5% |
| YTD | +40.5% | -9.4% | +49.8% | +40.4% |
| 1Y | +53.0% | -46.2% | +99.1% | +74.3% |
| 3Y | +796.7% | +81.3% | +715.4% | +661.3% |
| 5Y | -30.9% | +211.9% | -242.8% | -43.8% |
| All | -30.9% | +212.1% | -243.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling