+91.7%
WULF vs SNAP
-77.2%
+169.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.8% | +2.5% |
| 7D | +7.6% | +0.7% | +6.8% | +7.4% |
| 30D | -8.6% | +2.6% | -11.3% | -9.3% |
| 3M | -37.0% | -9.9% | -27.1% | -36.2% |
| 6M | +7.4% | +1.9% | +5.6% | +5.6% |
| YTD | +43.7% | -32.2% | +75.9% | +52.4% |
| 1Y | +86.1% | -22.8% | +109.0% | +91.5% |
| 3Y | +733.8% | -47.6% | +781.4% | +808.7% |
| 5Y | -33.6% | -92.7% | +59.1% | -20.7% |
| All | +91.7% | -77.2% | +169.0% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling