+86.1%
WULF vs SNPS
-33.5%
+119.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +2.9% |
| 7D | +7.6% | -11.0% | +18.6% | +10.4% |
| 30D | -8.6% | -1.7% | -6.9% | -8.2% |
| 3M | -37.0% | -20.4% | -16.6% | -34.0% |
| 6M | +7.4% | -8.6% | +16.0% | +9.9% |
| YTD | +43.7% | -16.2% | +59.8% | +47.1% |
| 1Y | +86.1% | -34.6% | +120.7% | +87.8% |
| All | +86.1% | -33.5% | +119.6% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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