+86.1%
WULF vs SN
+46.4%
+39.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.2% |
| 7D | +7.6% | -9.3% | +16.9% | +11.9% |
| 30D | -8.6% | -4.8% | -3.8% | -7.0% |
| 3M | -37.0% | +40.4% | -77.4% | -49.0% |
| 6M | +7.4% | +50.9% | -43.5% | -17.9% |
| YTD | +43.7% | +54.9% | -11.3% | +9.9% |
| 1Y | +86.1% | +43.0% | +43.1% | +35.2% |
| All | +86.1% | +46.4% | +39.8% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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