+1,695.0%
WULF vs SO
+3,334.8%
-1,639.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.8% |
| 7D | +7.6% | -0.2% | +7.7% | +7.6% |
| 30D | -8.6% | -4.6% | -4.1% | -8.5% |
| 3M | -37.0% | -3.0% | -33.9% | -37.0% |
| 6M | +7.4% | -8.3% | +15.7% | +7.7% |
| YTD | +43.7% | +3.5% | +40.2% | +43.2% |
| 1Y | +86.1% | -0.9% | +87.1% | +85.9% |
| 3Y | +733.8% | +45.4% | +688.5% | +703.2% |
| 5Y | -33.6% | +59.6% | -93.2% | -36.7% |
| 10Y | +76.1% | +156.6% | -80.5% | +63.4% |
| All | +1,695.0% | +3,334.8% | -1,639.9% | +1,435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling