+1,136.2%
WULF vs SWKS
+9,411.5%
-8,275.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.2% | +11.6% | +12.7% |
| 7D | -3.1% | -6.2% | +3.1% | -2.5% |
| 30D | -21.0% | -1.5% | -19.6% | -20.9% |
| 3M | -35.5% | +23.0% | -58.4% | -36.6% |
| 6M | -55.8% | +27.6% | -83.4% | -56.7% |
| YTD | -1.0% | +32.3% | -33.4% | -3.5% |
| 1Y | -20.4% | +20.1% | -40.5% | -21.8% |
| 3Y | +972.6% | +0.6% | +972.0% | +969.7% |
| 5Y | -54.5% | -42.3% | -12.2% | -53.6% |
| 10Y | +23.7% | +35.9% | -12.2% | +22.7% |
| All | +1,136.2% | +9,411.5% | -8,275.4% | +1,268.7% |
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