+20.1%
WULF vs SFM
+108.9%
-88.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.1% | -3.7% |
| 7D | +15.6% | -7.2% | +22.8% | +16.4% |
| 30D | +5.7% | -14.3% | +20.1% | +7.3% |
| 3M | -32.3% | -13.7% | -18.6% | -31.5% |
| 6M | +23.7% | -6.0% | +29.7% | +23.5% |
| YTD | +49.1% | -8.2% | +57.3% | +49.1% |
| 1Y | +66.3% | -46.2% | +112.6% | +75.1% |
| 3Y | +851.7% | +83.6% | +768.1% | +824.0% |
| 5Y | -30.9% | +212.7% | -243.6% | -33.5% |
| 10Y | +86.9% | +273.0% | -186.1% | +79.3% |
| All | +20.1% | +108.9% | -88.8% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling