+8.0%
WULF vs SNAP
-41.2%
+49.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | +11.0% | +6.0% | +4.9% | +8.8% |
| 30D | +9.4% | -13.8% | +23.1% | +15.1% |
| 3M | -22.6% | -0.8% | -21.9% | -22.0% |
| 6M | -45.4% | -6.2% | -39.2% | -43.9% |
| YTD | +9.8% | -34.8% | +44.7% | +19.2% |
| 1Y | +8.0% | -38.7% | +46.7% | +31.1% |
| All | +8.0% | -41.2% | +49.2% | +31.1% |
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