+901.8%
WULF vs SIMO
+469.0%
+432.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -5.0% |
| 7D | +15.6% | +14.5% | +1.1% | +8.7% |
| 30D | +5.7% | +20.4% | -14.7% | -3.1% |
| 3M | -32.3% | +7.1% | -39.4% | -35.6% |
| 6M | +23.7% | +129.2% | -105.6% | -23.0% |
| YTD | +49.1% | +201.9% | -152.9% | -26.5% |
| 1Y | +66.3% | +235.5% | -169.2% | -25.8% |
| All | +901.8% | +469.0% | +432.8% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling