-22.1%
WULF vs SRE
-7.5%
-14.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.9% | -3.7% | -5.1% |
| 7D | -12.8% | -2.1% | -10.7% | -11.9% |
| 30D | -20.9% | +6.1% | -27.0% | -24.0% |
| 3M | -38.0% | -3.5% | -34.5% | -36.9% |
| 6M | -47.5% | -10.8% | -36.7% | -44.0% |
| YTD | +1.8% | -4.0% | +5.8% | +2.3% |
| 1Y | -22.1% | -7.7% | -14.4% | -22.4% |
| All | -22.1% | -7.5% | -14.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling