+843.9%
WULF vs SO
+43.5%
+800.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -6.1% |
| 7D | -0.6% | -1.1% | +0.6% | -1.2% |
| 30D | -3.6% | -3.7% | +0.1% | -5.7% |
| 3M | -30.4% | -5.9% | -24.5% | -32.4% |
| 6M | +12.5% | -7.3% | +19.8% | +8.5% |
| YTD | +40.5% | +3.1% | +37.4% | +43.5% |
| 1Y | +53.0% | -1.0% | +54.0% | +54.3% |
| All | +843.9% | +43.5% | +800.4% | +766.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling