-22.1%
WULF vs SW
+29.5%
-51.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.1% | -10.7% | -7.7% |
| 7D | -12.8% | +12.1% | -24.9% | -15.8% |
| 30D | -20.9% | +6.6% | -27.4% | -22.5% |
| 3M | -38.0% | -6.0% | -32.0% | -37.0% |
| 6M | -47.5% | +21.5% | -69.0% | -52.9% |
| YTD | +1.8% | +20.3% | -18.5% | -13.5% |
| 1Y | -22.1% | +28.1% | -50.2% | -36.7% |
| All | -22.1% | +29.5% | -51.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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