-22.1%
WULF vs SN
+156.5%
-178.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.1% | -10.7% | -8.4% |
| 7D | -12.8% | +10.6% | -23.5% | -17.2% |
| 30D | -20.9% | +20.0% | -40.9% | -27.8% |
| 3M | -38.0% | +30.4% | -68.4% | -46.4% |
| 6M | -47.5% | +91.0% | -138.5% | -66.1% |
| YTD | +1.8% | +95.9% | -94.1% | -36.0% |
| 1Y | -22.1% | +158.9% | -180.9% | -61.1% |
| All | -22.1% | +156.5% | -178.5% | -61.1% |
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