+54.5%
WULF vs SMR
+7.6%
+46.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.9% |
| 7D | +15.6% | +13.1% | +2.5% | +10.7% |
| 30D | +5.7% | +17.8% | -12.0% | -0.6% |
| 3M | -32.3% | +8.1% | -40.4% | -34.3% |
| 6M | +23.7% | -11.1% | +34.8% | +25.6% |
| YTD | +49.1% | -23.7% | +72.8% | +59.0% |
| 1Y | +66.3% | -69.4% | +135.7% | +126.4% |
| 3Y | +851.7% | +82.6% | +769.1% | +442.4% |
| All | +54.5% | +7.6% | +46.9% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling