+180.2%
WULF vs SLV
+360.2%
-180.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +8.9% | +8.3% |
| 7D | +21.9% | +2.5% | +19.4% | +21.3% |
| 30D | +4.6% | +3.3% | +1.3% | +3.9% |
| 3M | -30.9% | -3.6% | -27.3% | -30.4% |
| 6M | +29.9% | -21.8% | +51.7% | +36.9% |
| YTD | +55.4% | -7.8% | +63.3% | +57.5% |
| 1Y | +94.1% | +58.3% | +35.9% | +76.5% |
| 3Y | +892.2% | +182.6% | +709.6% | +717.3% |
| 5Y | -26.7% | +167.8% | -194.5% | -39.2% |
| 10Y | +94.0% | +218.9% | -124.9% | +57.7% |
| All | +180.2% | +360.2% | -180.0% | +99.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling