-24.7%
WULF vs SIMO
+315.3%
-340.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.2% | -3.5% | +1.0% |
| 7D | +1.4% | +11.0% | -9.6% | -2.5% |
| 30D | -2.6% | +17.9% | -20.5% | -8.9% |
| 3M | -34.0% | +3.9% | -37.9% | -36.0% |
| 6M | +10.0% | +131.0% | -121.0% | -25.2% |
| YTD | +45.7% | +209.3% | -163.6% | -15.4% |
| 1Y | +57.3% | +223.8% | -166.4% | -11.0% |
| 3Y | +878.9% | +479.2% | +399.7% | +336.5% |
| All | -24.7% | +315.3% | -340.0% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling