+321.0%
WULF vs SIMO
+3,544.2%
-3,223.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +6.2% | +2.0% | +7.4% |
| 7D | +21.9% | +14.6% | +7.3% | +19.8% |
| 30D | +4.6% | +6.2% | -1.6% | +3.7% |
| 3M | -30.9% | +3.6% | -34.5% | -31.3% |
| 6M | +29.9% | +130.8% | -100.9% | +16.8% |
| YTD | +55.4% | +195.8% | -140.3% | +35.4% |
| 1Y | +94.1% | +225.0% | -130.9% | +67.5% |
| 3Y | +892.2% | +452.3% | +439.9% | +718.0% |
| 5Y | -26.7% | +303.6% | -330.3% | -38.9% |
| 10Y | +94.0% | +528.8% | -434.8% | +55.4% |
| All | +321.0% | +3,544.2% | -3,223.1% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling