+82.7%
WULF vs SRE
+122.3%
-39.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | +1.4% | -0.8% | +2.2% | +1.8% |
| 30D | -2.6% | -3.0% | +0.4% | -1.6% |
| 3M | -34.0% | -8.3% | -25.7% | -31.9% |
| 6M | +10.0% | -8.9% | +18.9% | +13.5% |
| YTD | +45.7% | -4.3% | +50.0% | +47.9% |
| 1Y | +57.3% | +2.7% | +54.6% | +55.5% |
| 3Y | +878.9% | +28.7% | +850.3% | +802.0% |
| 5Y | -28.3% | +47.1% | -75.5% | -36.4% |
| All | +82.7% | +122.3% | -39.7% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling