+87.4%
WULF vs SNAP
-77.0%
+164.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.7% | -6.6% |
| 7D | -0.6% | -3.2% | +2.6% | 0.0% |
| 30D | -3.6% | +0.2% | -3.8% | -4.0% |
| 3M | -30.4% | +2.6% | -33.0% | -31.4% |
| 6M | +12.5% | +12.4% | +0.1% | +8.4% |
| YTD | +40.5% | -31.6% | +72.1% | +48.6% |
| 1Y | +53.0% | -21.7% | +74.7% | +56.8% |
| 3Y | +796.7% | -41.2% | +837.9% | +861.4% |
| 5Y | -30.9% | -92.6% | +61.7% | -17.7% |
| All | +87.4% | -77.0% | +164.4% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling