+82.7%
WULF vs SNPS
+585.4%
-502.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | -2.6% | -3.6% | +1.0% | -1.2% |
| 3M | -34.0% | -12.9% | -21.1% | -29.7% |
| 6M | +10.0% | -8.2% | +18.2% | +13.5% |
| YTD | +45.7% | -15.4% | +61.1% | +55.5% |
| 1Y | +57.3% | -9.3% | +66.6% | +59.6% |
| 3Y | +878.9% | -14.0% | +892.9% | +884.5% |
| 5Y | -28.3% | +19.5% | -47.8% | -36.5% |
| All | +82.7% | +585.4% | -502.7% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling