+313.9%
WULF vs SRE
+1,544.3%
-1,230.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.0% |
| 7D | +15.6% | +1.5% | +14.1% | +15.3% |
| 30D | +5.7% | +0.8% | +4.9% | +5.6% |
| 3M | -32.3% | -5.8% | -26.5% | -31.6% |
| 6M | +23.7% | -7.8% | +31.5% | +25.4% |
| YTD | +49.1% | -2.4% | +51.4% | +49.8% |
| 1Y | +66.3% | +8.9% | +57.4% | +63.8% |
| 3Y | +851.7% | +31.1% | +820.6% | +812.2% |
| 5Y | -30.9% | +48.6% | -79.5% | -35.0% |
| 10Y | +86.9% | +126.1% | -39.2% | +68.5% |
| All | +313.9% | +1,544.3% | -1,230.4% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling