+972.6%
WULF vs SW
+39.0%
+933.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.9% | +13.7% | +13.3% |
| 7D | -3.1% | +2.3% | -5.4% | -4.5% |
| 30D | -21.0% | +6.8% | -27.8% | -24.5% |
| 3M | -35.5% | -5.2% | -30.3% | -34.3% |
| 6M | -55.8% | +7.4% | -63.3% | -59.5% |
| YTD | -1.0% | +17.4% | -18.4% | -16.8% |
| 1Y | -20.4% | +27.1% | -47.5% | -36.9% |
| 3Y | +972.6% | +47.9% | +924.8% | +540.2% |
| All | +972.6% | +39.0% | +933.6% | +540.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling