+1,762.4%
WULF vs SMTC
+52,360.8%
-50,598.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | +15.6% | +22.5% | -6.9% | +12.8% |
| 30D | +5.7% | +24.9% | -19.1% | +3.0% |
| 3M | -32.3% | +4.1% | -36.4% | -32.8% |
| 6M | +23.7% | +92.6% | -68.9% | +14.7% |
| YTD | +49.1% | +122.5% | -73.4% | +36.3% |
| 1Y | +66.3% | +166.2% | -99.9% | +49.2% |
| 3Y | +851.7% | +577.2% | +274.5% | +690.0% |
| 5Y | -30.9% | +119.0% | -149.9% | -40.4% |
| 10Y | +86.9% | +527.9% | -441.0% | +59.3% |
| All | +1,762.4% | +52,360.8% | -50,598.4% | +1,849.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling