+94.0%
WULF vs SWK
+0.7%
+93.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.8% | +11.0% | +9.2% |
| 7D | +21.9% | +0.1% | +21.8% | +21.7% |
| 30D | +4.6% | -8.9% | +13.5% | +8.1% |
| 3M | -30.9% | +20.5% | -51.4% | -36.1% |
| 6M | +29.9% | +27.1% | +2.8% | +18.5% |
| YTD | +55.4% | +30.2% | +25.3% | +40.6% |
| 1Y | +94.1% | +24.8% | +69.4% | +77.4% |
| 3Y | +892.2% | +16.3% | +875.9% | +812.5% |
| 5Y | -26.7% | -40.1% | +13.4% | -31.1% |
| 10Y | +94.0% | +0.8% | +93.2% | +98.8% |
| All | +94.0% | +0.7% | +93.3% | +98.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling