+76.1%
WULF vs SIMO
+557.5%
-481.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.5% | -1.3% | -4.6% |
| 7D | -0.6% | +12.5% | -13.1% | -3.6% |
| 30D | -3.6% | +18.4% | -22.1% | -8.0% |
| 3M | -30.4% | +5.6% | -36.0% | -31.8% |
| 6M | +12.5% | +116.9% | -104.4% | -9.9% |
| YTD | +40.5% | +188.4% | -147.9% | +3.3% |
| 1Y | +53.0% | +221.3% | -168.3% | +9.4% |
| 3Y | +796.7% | +438.6% | +358.1% | +476.7% |
| 5Y | -30.9% | +287.9% | -318.8% | -54.5% |
| All | +76.1% | +557.5% | -481.4% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling