+57.3%
WULF vs SHW
-9.0%
+66.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +2.7% |
| 7D | +1.4% | -3.1% | +4.5% | +3.0% |
| 30D | -2.6% | -10.0% | +7.4% | +2.8% |
| 3M | -34.0% | +2.3% | -36.2% | -37.1% |
| 6M | +10.0% | +0.7% | +9.3% | +7.1% |
| YTD | +45.7% | +0.5% | +45.2% | +39.6% |
| 1Y | +57.3% | -11.5% | +68.8% | +60.0% |
| All | +57.3% | -9.0% | +66.3% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling