+1,762.4%
WULF vs SHW
+9,791.2%
-8,028.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.8% |
| 7D | +15.6% | -3.2% | +18.8% | +16.2% |
| 30D | +5.7% | -11.4% | +17.1% | +7.9% |
| 3M | -32.3% | +3.5% | -35.8% | -32.9% |
| 6M | +23.7% | -3.4% | +27.0% | +24.1% |
| YTD | +49.1% | -0.3% | +49.4% | +48.9% |
| 1Y | +66.3% | -10.4% | +76.7% | +69.1% |
| 3Y | +851.7% | +21.3% | +830.4% | +832.0% |
| 5Y | -30.9% | +12.9% | -43.8% | -32.1% |
| 10Y | +86.9% | +284.1% | -197.2% | +68.9% |
| All | +1,762.4% | +9,791.2% | -8,028.8% | +1,443.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling