+972.6%
WULF vs SWKS
-0.7%
+973.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.2% | +11.6% | +12.1% |
| 7D | -3.1% | -6.2% | +3.1% | +1.1% |
| 30D | -21.0% | -1.5% | -19.6% | -20.0% |
| 3M | -35.5% | +23.0% | -58.4% | -45.1% |
| 6M | -55.8% | +27.6% | -83.4% | -64.3% |
| YTD | -1.0% | +32.3% | -33.4% | -25.2% |
| 1Y | -20.4% | +20.1% | -40.5% | -34.9% |
| 3Y | +972.6% | +0.6% | +972.0% | +838.1% |
| All | +972.6% | -0.7% | +973.3% | +838.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling