+1,720.0%
WULF vs SU
+10,886.9%
-9,166.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.9% | +3.7% |
| 7D | +1.4% | +2.2% | -0.8% | +1.1% |
| 30D | -2.6% | +8.4% | -11.1% | -3.8% |
| 3M | -34.0% | +12.1% | -46.1% | -35.1% |
| 6M | +10.0% | +19.7% | -9.7% | +6.6% |
| YTD | +45.7% | +58.4% | -12.7% | +36.1% |
| 1Y | +57.3% | +67.2% | -9.9% | +45.7% |
| 3Y | +878.9% | +125.0% | +753.9% | +773.9% |
| 5Y | -28.3% | +355.1% | -383.4% | -40.1% |
| 10Y | +82.7% | +263.7% | -181.0% | +52.6% |
| All | +1,720.0% | +10,886.9% | -9,166.9% | +1,291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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