+79.3%
WULF vs SWK
+3.6%
+75.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +7.6% | -0.4% | +8.0% | +7.7% |
| 30D | -8.6% | -5.7% | -2.9% | -6.7% |
| 3M | -37.0% | +24.1% | -61.0% | -42.2% |
| 6M | +7.4% | +24.7% | -17.3% | -1.3% |
| YTD | +43.7% | +33.9% | +9.7% | +28.8% |
| 1Y | +86.1% | +34.7% | +51.5% | +65.7% |
| 3Y | +733.8% | +15.3% | +718.6% | +666.5% |
| 5Y | -33.6% | -39.3% | +5.7% | -38.1% |
| All | +79.3% | +3.6% | +75.8% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling