+1,003.0%
WULF vs SNY
+241.9%
+761.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -3.3% | +4.7% | +1.8% |
| 30D | -2.6% | -2.2% | -0.5% | -2.4% |
| 3M | -34.0% | -3.0% | -30.9% | -33.9% |
| 6M | +10.0% | +2.7% | +7.2% | +9.2% |
| YTD | +45.7% | -6.8% | +52.5% | +46.5% |
| 1Y | +57.3% | -5.3% | +62.6% | +57.6% |
| 3Y | +878.9% | -9.8% | +888.7% | +877.5% |
| 5Y | -28.3% | +9.7% | -38.0% | -30.2% |
| 10Y | +82.7% | +64.5% | +18.2% | +72.7% |
| All | +1,003.0% | +241.9% | +761.1% | +885.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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