+32.0%
WULF vs SW
+183.3%
-151.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.8% |
| 7D | +13.2% | +1.8% | +11.3% | +12.5% |
| 30D | -10.1% | +7.0% | -17.1% | -12.1% |
| 3M | -27.5% | -7.6% | -19.9% | -26.2% |
| 6M | -47.1% | +8.5% | -55.6% | -49.1% |
| YTD | +7.7% | +17.7% | -9.9% | +0.7% |
| 1Y | -11.2% | +27.1% | -38.3% | -18.9% |
| 3Y | +1,217.0% | +48.2% | +1,168.8% | +1,093.1% |
| 5Y | -57.0% | -2.3% | -54.7% | -59.5% |
| 10Y | +32.0% | +183.3% | -151.3% | +18.8% |
| All | +32.0% | +183.3% | -151.3% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling