+34.7%
WULF vs SW
+177.1%
-142.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +11.0% | -2.9% | +13.9% | +11.9% |
| 30D | +9.4% | +5.0% | +4.3% | +7.4% |
| 3M | -22.6% | -13.7% | -9.0% | -19.7% |
| 6M | -45.4% | +8.0% | -53.4% | -47.5% |
| YTD | +9.8% | +14.0% | -4.1% | +3.5% |
| 1Y | +8.0% | +25.6% | -17.6% | -0.9% |
| 3Y | +1,149.5% | +40.1% | +1,109.4% | +1,047.1% |
| 5Y | -55.6% | -2.6% | -53.0% | -58.0% |
| All | +34.7% | +177.1% | -142.4% | +23.3% |
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