+82.7%
WULF vs SO
+159.0%
-76.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | +1.4% | -1.1% | +2.5% | +1.4% |
| 30D | -2.6% | -5.0% | +2.4% | -2.6% |
| 3M | -34.0% | -5.8% | -28.2% | -34.0% |
| 6M | +10.0% | -7.9% | +17.9% | +10.0% |
| YTD | +45.7% | +2.4% | +43.3% | +45.3% |
| 1Y | +57.3% | -2.3% | +59.6% | +57.2% |
| 3Y | +878.9% | +41.9% | +837.1% | +825.1% |
| 5Y | -28.3% | +58.1% | -86.4% | -33.7% |
| All | +82.7% | +159.0% | -76.3% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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