+86.1%
WULF vs SWKS
+4.6%
+81.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.5% |
| 7D | +7.6% | +12.5% | -5.0% | +3.0% |
| 30D | -8.6% | +10.5% | -19.1% | -12.0% |
| 3M | -37.0% | -7.4% | -29.6% | -36.1% |
| 6M | +7.4% | +32.7% | -25.2% | -6.0% |
| YTD | +43.7% | +19.2% | +24.5% | +32.4% |
| 1Y | +86.1% | +2.4% | +83.7% | +88.1% |
| All | +86.1% | +4.6% | +81.5% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling