+67.1%
WULF vs SW
+730.4%
-663.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.5% | -12.3% | -13.6% |
| 7D | -20.9% | +4.7% | -25.6% | -21.6% |
| 30D | -32.7% | +5.0% | -37.7% | -33.3% |
| 3M | -44.2% | -7.3% | -36.9% | -43.7% |
| 6M | -57.1% | +15.0% | -72.1% | -58.3% |
| YTD | -12.3% | +18.5% | -30.8% | -15.4% |
| 1Y | -34.4% | +27.1% | -61.5% | -37.4% |
| 3Y | +776.5% | +49.3% | +727.2% | +732.9% |
| 5Y | -59.6% | -1.6% | -58.0% | -60.9% |
| 10Y | +9.7% | +185.4% | -175.7% | -1.7% |
| All | +67.1% | +730.4% | -663.3% | +21.5% |
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