+57.3%
WULF vs SM
+48.5%
+8.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +1.4% | +4.6% | -3.2% | +2.7% |
| 30D | -2.6% | +18.2% | -20.8% | +2.4% |
| 3M | -34.0% | +22.5% | -56.5% | -28.3% |
| 6M | +10.0% | +50.6% | -40.6% | +25.5% |
| YTD | +45.7% | +108.1% | -62.4% | +69.4% |
| 1Y | +57.3% | +46.0% | +11.3% | +82.0% |
| All | +57.3% | +48.5% | +8.8% | +82.0% |
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