+57.3%
WULF vs SGI
-21.0%
+78.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | +1.4% | -4.5% | +5.8% | +3.6% |
| 30D | -2.6% | +4.2% | -6.8% | -4.5% |
| 3M | -34.0% | -7.4% | -26.5% | -31.9% |
| 6M | +10.0% | -15.1% | +25.0% | +16.6% |
| YTD | +45.7% | -24.7% | +70.4% | +57.2% |
| 1Y | +57.3% | -21.8% | +79.1% | +84.7% |
| All | +57.3% | -21.0% | +78.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling