+86.9%
WULF vs SWKS
+34.8%
+52.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.7% |
| 7D | +15.6% | +6.8% | +8.8% | +12.4% |
| 30D | +5.7% | +11.3% | -5.5% | +1.0% |
| 3M | -32.3% | +4.1% | -36.3% | -33.6% |
| 6M | +23.7% | +39.7% | -16.0% | +5.1% |
| YTD | +49.1% | +23.2% | +25.9% | +32.5% |
| 1Y | +66.3% | +5.3% | +61.0% | +57.9% |
| 3Y | +851.7% | -15.1% | +866.8% | +882.4% |
| 5Y | -30.9% | -50.3% | +19.4% | -25.9% |
| 10Y | +86.9% | +42.3% | +44.6% | +106.9% |
| All | +86.9% | +34.8% | +52.1% | +106.9% |
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