+82.7%
WULF vs SHW
+288.7%
-206.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +2.9% |
| 7D | +1.4% | -3.1% | +4.5% | +2.8% |
| 30D | -2.6% | -10.0% | +7.4% | +1.9% |
| 3M | -34.0% | +2.3% | -36.2% | -35.4% |
| 6M | +10.0% | +0.7% | +9.3% | +8.8% |
| YTD | +45.7% | +0.5% | +45.2% | +44.2% |
| 1Y | +57.3% | -11.5% | +68.8% | +64.6% |
| 3Y | +878.9% | +21.3% | +857.6% | +816.9% |
| 5Y | -28.3% | +12.5% | -40.8% | -34.1% |
| All | +82.7% | +288.7% | -206.1% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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