-22.1%
WULF vs SLV
+9.6%
-31.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.2% | -11.8% | -9.1% |
| 7D | -12.8% | -3.9% | -8.9% | -11.3% |
| 30D | -20.9% | -14.5% | -6.4% | -14.3% |
| 3M | -38.0% | -12.4% | -25.6% | -33.3% |
| 6M | -47.5% | -28.5% | -19.0% | -38.9% |
| YTD | +1.8% | -26.8% | +28.6% | +19.7% |
| 1Y | -22.1% | +10.3% | -32.4% | -41.3% |
| All | -22.1% | +9.6% | -31.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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