+901.8%
WULF vs SNAP
-44.0%
+945.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.2% |
| 7D | +15.6% | -5.0% | +20.6% | +18.0% |
| 30D | +5.7% | -0.7% | +6.5% | +5.4% |
| 3M | -32.3% | -5.0% | -27.3% | -32.3% |
| 6M | +23.7% | +3.5% | +20.2% | +17.2% |
| YTD | +49.1% | -34.2% | +83.3% | +70.9% |
| 1Y | +66.3% | -27.1% | +93.4% | +78.8% |
| All | +901.8% | -44.0% | +945.7% | +898.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling