-22.1%
WULF vs SIMO
+94.5%
-116.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -9.6% | +3.0% | -3.1% |
| 7D | -12.8% | -16.9% | +4.1% | -6.7% |
| 30D | -20.9% | -35.4% | +14.5% | -8.1% |
| 3M | -38.0% | -31.9% | -6.2% | -29.7% |
| 6M | -47.5% | -19.3% | -28.2% | -41.6% |
| YTD | +1.8% | +98.5% | -96.6% | -15.0% |
| 1Y | -22.1% | +100.5% | -122.6% | -35.6% |
| All | -22.1% | +94.5% | -116.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling