-55.9%
WULF vs SNAP
-90.3%
+34.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | +11.0% | +6.0% | +4.9% | +9.0% |
| 30D | +9.4% | -13.8% | +23.1% | +14.9% |
| 3M | -22.6% | -0.8% | -21.9% | -22.7% |
| 6M | -45.4% | -6.2% | -39.2% | -45.3% |
| YTD | +9.8% | -34.8% | +44.7% | +22.1% |
| 1Y | +8.0% | -38.7% | +46.7% | +22.3% |
| 3Y | +1,149.5% | -53.5% | +1,203.0% | +1,357.1% |
| All | -55.9% | -90.3% | +34.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling