-22.1%
WULF vs SWK
+87.6%
-109.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +13.1% | -19.7% | -12.9% |
| 7D | -12.8% | +17.9% | -30.7% | -21.3% |
| 30D | -20.9% | +31.9% | -52.8% | -34.0% |
| 3M | -38.0% | +16.6% | -54.6% | -43.9% |
| 6M | -47.5% | +61.1% | -108.6% | -63.6% |
| YTD | +1.8% | +64.2% | -62.4% | -33.1% |
| 1Y | -22.1% | +85.2% | -107.3% | -53.5% |
| All | -22.1% | +87.6% | -109.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling