+50.9%
WULF vs SMR
-14.3%
+65.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.7% | +19.4% | +9.1% |
| 7D | +1.4% | -11.2% | +12.6% | +4.8% |
| 30D | -2.6% | -10.2% | +7.6% | -0.1% |
| 3M | -34.0% | -10.0% | -23.9% | -32.3% |
| 6M | +10.0% | -30.5% | +40.4% | +20.6% |
| YTD | +45.7% | -39.2% | +84.9% | +66.8% |
| 1Y | +57.3% | -75.5% | +132.9% | +129.7% |
| 3Y | +878.9% | +45.4% | +833.5% | +499.0% |
| All | +50.9% | -14.3% | +65.3% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling