+843.9%
WULF vs SMR
+71.3%
+772.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.6% | -0.2% | -3.9% |
| 7D | -0.6% | +4.7% | -5.3% | -2.1% |
| 30D | -3.6% | +3.2% | -6.9% | -5.0% |
| 3M | -30.4% | +9.9% | -40.3% | -32.7% |
| 6M | +12.5% | -15.1% | +27.6% | +16.1% |
| YTD | +40.5% | -27.9% | +68.4% | +52.5% |
| 1Y | +53.0% | -70.2% | +123.2% | +107.1% |
| All | +843.9% | +71.3% | +772.6% | +477.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling