-22.1%
WULF vs SNAP
-22.3%
+0.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.9% | -12.5% | -8.3% |
| 7D | -12.8% | -0.7% | -12.1% | -12.7% |
| 30D | -20.9% | +5.5% | -26.4% | -21.8% |
| 3M | -38.0% | +2.2% | -40.3% | -38.5% |
| 6M | -47.5% | -4.1% | -43.5% | -46.5% |
| YTD | +1.8% | -26.6% | +28.5% | -0.7% |
| 1Y | -22.1% | -20.7% | -1.3% | -24.3% |
| All | -22.1% | -22.3% | +0.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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