+82.7%
WULF vs SMTC
+548.2%
-465.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +1.7% |
| 7D | +1.4% | +13.1% | -11.7% | -3.3% |
| 30D | -2.6% | +19.5% | -22.1% | -9.6% |
| 3M | -34.0% | +2.2% | -36.2% | -35.8% |
| 6M | +10.0% | +94.9% | -84.9% | -17.7% |
| YTD | +45.7% | +127.0% | -81.3% | +2.6% |
| 1Y | +57.3% | +174.6% | -117.2% | +2.3% |
| 3Y | +878.9% | +615.9% | +263.0% | +326.6% |
| 5Y | -28.3% | +125.6% | -153.9% | -60.0% |
| All | +82.7% | +548.2% | -465.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling