+25.5%
WULF vs SWK
+29.6%
-4.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.4% | +13.2% | +12.9% |
| 7D | -3.1% | +11.0% | -14.1% | -7.4% |
| 30D | -21.0% | +30.1% | -51.1% | -29.0% |
| 3M | -35.5% | +14.7% | -50.1% | -39.2% |
| 6M | -55.8% | +44.5% | -100.3% | -62.0% |
| YTD | -1.0% | +59.4% | -60.4% | -17.6% |
| 1Y | -20.4% | +77.5% | -97.9% | -36.1% |
| 3Y | +972.6% | +49.5% | +923.2% | +795.4% |
| 5Y | -54.5% | -24.9% | -29.6% | -60.6% |
| All | +25.5% | +29.6% | -4.1% | +17.9% |
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