+39.2%
WULF vs SWKS
+49.5%
-10.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.5% |
| 7D | +29.4% | +10.9% | +18.5% | +24.1% |
| 30D | -1.3% | +17.6% | -18.9% | -7.2% |
| 3M | -24.1% | +29.2% | -53.3% | -32.9% |
| 6M | -42.8% | +37.0% | -79.8% | -51.1% |
| YTD | +13.5% | +44.9% | -31.4% | -7.1% |
| 1Y | +3.2% | +33.8% | -30.7% | -12.5% |
| 3Y | +1,230.6% | +10.2% | +1,220.4% | +1,127.1% |
| 5Y | -54.1% | -37.0% | -17.1% | -54.6% |
| All | +39.2% | +49.5% | -10.3% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling