+68.4%
WULF vs SW
+147.8%
-79.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.4% |
| 7D | +7.6% | -5.1% | +12.7% | +9.2% |
| 30D | -8.6% | -4.6% | -4.0% | -7.5% |
| 3M | -37.0% | +9.4% | -46.3% | -39.3% |
| 6M | +7.4% | +3.5% | +3.9% | +5.2% |
| YTD | +43.7% | +22.0% | +21.7% | +33.5% |
| 1Y | +86.1% | +2.2% | +83.9% | +81.2% |
| 3Y | +733.8% | +19.6% | +714.2% | +684.0% |
| 5Y | -33.6% | -2.3% | -31.3% | -37.4% |
| All | +68.4% | +147.8% | -79.4% | +42.7% |
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 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