+843.9%
WULF vs SHW
+19.9%
+824.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.0% |
| 7D | -0.6% | -4.5% | +3.9% | +2.9% |
| 30D | -3.6% | -12.7% | +9.0% | +6.7% |
| 3M | -30.4% | +4.7% | -35.1% | -35.4% |
| 6M | +12.5% | -3.4% | +15.9% | +12.8% |
| YTD | +40.5% | -1.3% | +41.8% | +37.6% |
| 1Y | +53.0% | -10.4% | +63.3% | +63.9% |
| All | +843.9% | +19.9% | +824.0% | +691.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling