+173.7%
WULF vs SW
+755.0%
-581.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.5% |
| 7D | +7.6% | -5.1% | +12.7% | +8.5% |
| 30D | -8.6% | -4.6% | -4.0% | -8.0% |
| 3M | -37.0% | +9.4% | -46.3% | -38.2% |
| 6M | +7.4% | +3.5% | +3.9% | +6.3% |
| YTD | +43.7% | +22.0% | +21.7% | +38.1% |
| 1Y | +86.1% | +2.2% | +83.9% | +83.7% |
| 3Y | +733.8% | +19.6% | +714.2% | +709.5% |
| 5Y | -33.6% | -2.3% | -31.3% | -35.6% |
| 10Y | +76.1% | +181.4% | -105.3% | +57.6% |
| All | +173.7% | +755.0% | -581.3% | +98.6% |
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