-22.1%
WULF vs SM
+70.4%
-92.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -15.3% | +8.7% | -11.0% |
| 7D | -12.8% | -21.5% | +8.7% | -19.0% |
| 30D | -20.9% | -11.4% | -9.5% | -22.9% |
| 3M | -38.0% | +0.6% | -38.7% | -36.6% |
| 6M | -47.5% | +0.2% | -47.8% | -44.6% |
| YTD | +1.8% | +69.7% | -67.8% | +11.4% |
| 1Y | -22.1% | +71.6% | -93.6% | -12.4% |
| All | -22.1% | +70.4% | -92.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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