+346.6%
WULF vs SN
+650.0%
-303.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -0.9% |
| 7D | +29.4% | +1.4% | +28.0% | +28.7% |
| 30D | -1.3% | +16.6% | -17.9% | -9.0% |
| 3M | -24.1% | +18.3% | -42.4% | -31.1% |
| 6M | -42.8% | +103.1% | -145.9% | -62.4% |
| YTD | +13.5% | +96.7% | -83.2% | -23.7% |
| 1Y | +3.2% | +134.3% | -131.2% | -36.8% |
| 3Y | +1,230.6% | +425.2% | +805.4% | +613.8% |
| All | +346.6% | +650.0% | -303.4% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling