+42.6%
WULF vs SWK
+21.9%
+20.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.6% |
| 7D | +14.2% | -2.3% | +16.5% | +15.3% |
| 30D | -0.1% | +30.4% | -30.5% | -10.2% |
| 3M | -20.2% | +12.1% | -32.4% | -24.2% |
| 6M | -42.8% | +49.1% | -91.9% | -51.4% |
| YTD | +16.3% | +60.4% | -44.2% | -3.4% |
| 1Y | +8.0% | +78.3% | -70.3% | -13.4% |
| 3Y | +1,263.3% | +53.3% | +1,210.0% | +1,029.7% |
| 5Y | -53.5% | -27.0% | -26.5% | -59.8% |
| 10Y | +42.6% | +20.8% | +21.8% | +46.4% |
| All | +42.6% | +21.9% | +20.7% | +46.4% |
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