-55.9%
WULF vs SWK
-30.7%
-25.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.4% |
| 7D | +11.0% | -1.4% | +12.4% | +12.0% |
| 30D | +9.4% | +25.5% | -16.1% | -7.5% |
| 3M | -22.6% | +11.8% | -34.4% | -29.5% |
| 6M | -45.4% | +48.7% | -94.1% | -59.5% |
| YTD | +9.8% | +57.2% | -47.4% | -21.6% |
| 1Y | +8.0% | +75.3% | -67.2% | -28.4% |
| 3Y | +1,149.5% | +51.9% | +1,097.6% | +749.0% |
| All | -55.9% | -30.7% | -25.3% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling