-34.9%
WULF vs SW
-2.3%
-32.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.3% |
| 7D | +7.6% | -5.1% | +12.7% | +9.7% |
| 30D | -8.6% | -4.6% | -4.0% | -7.2% |
| 3M | -37.0% | +9.4% | -46.3% | -40.1% |
| 6M | +7.4% | +3.5% | +3.9% | +4.3% |
| YTD | +43.7% | +22.0% | +21.7% | +29.8% |
| 1Y | +86.1% | +2.2% | +83.9% | +79.0% |
| 3Y | +733.8% | +19.6% | +714.2% | +658.5% |
| All | -34.9% | -2.3% | -32.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling