-22.1%
WULF vs SNPS
+6.4%
-28.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -12.8% | -3.9% | -8.9% | -10.7% |
| 30D | -20.9% | -5.2% | -15.7% | -18.1% |
| 3M | -38.0% | +14.6% | -52.7% | -42.9% |
| 6M | -47.5% | -6.9% | -40.6% | -45.2% |
| YTD | +1.8% | -1.4% | +3.3% | -6.2% |
| 1Y | -22.1% | +11.2% | -33.2% | -36.4% |
| All | -22.1% | +6.4% | -28.5% | -36.4% |
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