+1,149.5%
WULF vs SW
+40.1%
+1,109.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | +11.0% | -2.9% | +13.9% | +12.8% |
| 30D | +9.4% | +5.0% | +4.3% | +5.4% |
| 3M | -22.6% | -13.7% | -9.0% | -16.8% |
| 6M | -45.4% | +8.0% | -53.4% | -50.3% |
| YTD | +9.8% | +14.0% | -4.1% | -6.1% |
| 1Y | +8.0% | +25.6% | -17.6% | -14.0% |
| 3Y | +1,149.5% | +40.1% | +1,109.4% | +704.8% |
| All | +1,149.5% | +40.1% | +1,109.4% | +704.8% |
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