-20.4%
WULF vs SW
+26.7%
-47.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.9% | +13.7% | +13.0% |
| 7D | -3.1% | +2.3% | -5.4% | -3.7% |
| 30D | -21.0% | +6.8% | -27.8% | -22.8% |
| 3M | -35.5% | -5.2% | -30.3% | -34.7% |
| 6M | -55.8% | +7.4% | -63.3% | -58.3% |
| YTD | -1.0% | +17.4% | -18.4% | -15.0% |
| 1Y | -20.4% | +27.1% | -47.5% | -35.7% |
| All | -20.4% | +26.7% | -47.1% | -35.7% |
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