+1,149.5%
WULF vs SWK
+50.7%
+1,098.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +11.0% | -1.4% | +12.4% | +11.9% |
| 30D | +9.4% | +25.5% | -16.1% | -6.0% |
| 3M | -22.6% | +11.8% | -34.4% | -28.7% |
| 6M | -45.4% | +48.7% | -94.1% | -58.5% |
| YTD | +9.8% | +57.2% | -47.4% | -19.5% |
| 1Y | +8.0% | +75.3% | -67.2% | -25.8% |
| 3Y | +1,149.5% | +51.9% | +1,097.6% | +745.9% |
| All | +1,149.5% | +50.7% | +1,098.8% | +745.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling