-58.5%
WULF vs SSPC
-26.2%
-32.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +7.8% | -14.4% | -5.2% |
| 7D | -12.8% | +11.8% | -24.6% | -10.5% |
| 30D | -20.9% | +44.7% | -65.6% | -14.7% |
| 3M | -38.0% | -40.7% | +2.7% | -37.0% |
| All | -58.5% | -26.2% | -32.2% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 SSPC 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 · Available span rolling