+1,841.8%
WULF vs SM
+1,420.5%
+421.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.6% | +4.6% | +7.9% |
| 7D | +21.9% | -0.2% | +22.1% | +21.9% |
| 30D | +4.6% | +31.5% | -27.0% | +2.6% |
| 3M | -30.9% | +17.3% | -48.3% | -32.0% |
| 6M | +29.9% | +48.5% | -18.6% | +25.0% |
| YTD | +55.4% | +106.3% | -50.8% | +45.7% |
| 1Y | +94.1% | +47.3% | +46.8% | +86.0% |
| 3Y | +892.2% | -1.4% | +893.6% | +877.3% |
| 5Y | -26.7% | +114.0% | -140.8% | -30.5% |
| 10Y | +94.0% | +12.5% | +81.5% | +75.0% |
| All | +1,841.8% | +1,420.5% | +421.2% | +1,719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling