+878.9%
WULF vs SIRI
-22.6%
+901.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | -2.6% | +2.5% | -5.1% | -3.6% |
| 3M | -34.0% | +6.6% | -40.6% | -36.5% |
| 6M | +10.0% | +32.9% | -22.9% | -3.3% |
| YTD | +45.7% | +50.5% | -4.8% | +18.8% |
| 1Y | +57.3% | +28.0% | +29.4% | +37.6% |
| 3Y | +878.9% | -22.4% | +901.4% | +917.3% |
| All | +878.9% | -22.6% | +901.5% | +917.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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