+76.1%
WULF vs SLV
+220.9%
-144.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.3% | -0.5% | -3.5% |
| 7D | -0.6% | -5.0% | +4.5% | +1.7% |
| 30D | -3.6% | -1.8% | -1.8% | -2.6% |
| 3M | -30.4% | -0.3% | -30.1% | -30.4% |
| 6M | +12.5% | -28.2% | +40.7% | +28.6% |
| YTD | +40.5% | -10.7% | +51.2% | +41.8% |
| 1Y | +53.0% | +53.7% | -0.7% | +19.3% |
| 3Y | +796.7% | +173.7% | +623.0% | +443.3% |
| 5Y | -30.9% | +161.5% | -192.4% | -57.7% |
| All | +76.1% | +220.9% | -144.8% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling