+773.5%
WULF vs SW
+19.6%
+754.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.0% |
| 7D | +7.6% | -5.1% | +12.7% | +10.8% |
| 30D | -8.6% | -4.6% | -4.0% | -6.5% |
| 3M | -37.0% | +9.4% | -46.3% | -42.0% |
| 6M | +7.4% | +3.5% | +3.9% | +2.2% |
| YTD | +43.7% | +22.0% | +21.7% | +20.4% |
| 1Y | +86.1% | +2.2% | +83.9% | +73.7% |
| All | +773.5% | +19.6% | +754.0% | +503.2% |
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