+82.7%
WULF vs SM
+23.0%
+59.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +1.4% | +4.6% | -3.2% | +0.9% |
| 30D | -2.6% | +18.2% | -20.8% | -4.5% |
| 3M | -34.0% | +22.5% | -56.5% | -35.9% |
| 6M | +10.0% | +50.6% | -40.6% | +2.8% |
| YTD | +45.7% | +108.1% | -62.4% | +30.1% |
| 1Y | +57.3% | +46.0% | +11.3% | +46.3% |
| 3Y | +878.9% | +2.9% | +876.1% | +848.3% |
| 5Y | -28.3% | +112.6% | -140.9% | -34.4% |
| All | +82.7% | +23.0% | +59.7% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling