-24.7%
WULF vs SLV
+166.6%
-191.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.1% |
| 7D | +1.4% | -2.8% | +4.2% | +3.1% |
| 30D | -2.6% | -1.6% | -1.0% | -1.4% |
| 3M | -34.0% | -4.4% | -29.5% | -32.5% |
| 6M | +10.0% | -25.4% | +35.4% | +29.0% |
| YTD | +45.7% | -9.8% | +55.5% | +38.7% |
| 1Y | +57.3% | +53.8% | +3.5% | -4.8% |
| 3Y | +878.9% | +174.7% | +704.3% | +239.3% |
| All | -24.7% | +166.6% | -191.3% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling