+1,695.0%
WULF vs SWKS
+8,466.0%
-6,771.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.5% |
| 7D | +7.6% | +12.5% | -5.0% | +6.6% |
| 30D | -8.6% | +10.5% | -19.1% | -9.3% |
| 3M | -37.0% | -7.4% | -29.6% | -36.6% |
| 6M | +7.4% | +32.7% | -25.2% | +5.0% |
| YTD | +43.7% | +19.2% | +24.5% | +41.4% |
| 1Y | +86.1% | +2.4% | +83.7% | +85.2% |
| 3Y | +733.8% | -25.6% | +759.5% | +747.5% |
| 5Y | -33.6% | -53.4% | +19.8% | -31.5% |
| 10Y | +76.1% | +23.2% | +52.9% | +76.2% |
| All | +1,695.0% | +8,466.0% | -6,771.1% | +1,906.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling