+82.7%
WULF vs SLV
+224.3%
-141.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.2% |
| 7D | +1.4% | -2.8% | +4.2% | +2.7% |
| 30D | -2.6% | -1.6% | -1.0% | -1.6% |
| 3M | -34.0% | -4.4% | -29.5% | -32.8% |
| 6M | +10.0% | -25.4% | +35.4% | +23.9% |
| YTD | +45.7% | -9.8% | +55.5% | +46.4% |
| 1Y | +57.3% | +53.8% | +3.5% | +22.7% |
| 3Y | +878.9% | +174.7% | +704.3% | +492.1% |
| 5Y | -28.3% | +164.3% | -192.6% | -56.4% |
| All | +82.7% | +224.3% | -141.7% | +8.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling