+88.5%
WULF vs SW
+722.5%
-634.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.9% | +13.7% | +12.9% |
| 7D | -3.1% | +2.3% | -5.4% | -3.5% |
| 30D | -21.0% | +6.8% | -27.8% | -22.0% |
| 3M | -35.5% | -5.2% | -30.3% | -35.1% |
| 6M | -55.8% | +7.4% | -63.3% | -56.7% |
| YTD | -1.0% | +17.4% | -18.4% | -4.5% |
| 1Y | -20.4% | +27.1% | -47.5% | -24.1% |
| 3Y | +972.6% | +47.9% | +924.8% | +920.7% |
| 5Y | -54.5% | -2.6% | -51.9% | -55.8% |
| 10Y | +23.7% | +182.7% | -159.0% | +11.1% |
| All | +88.5% | +722.5% | -634.1% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling