-22.1%
WULF vs SPMO
+11.0%
-33.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -4.8% |
| 7D | -12.8% | -8.9% | -3.9% | +7.4% |
| 30D | -20.9% | -13.8% | -7.1% | +11.2% |
| 3M | -38.0% | -12.5% | -25.5% | -14.5% |
| 6M | -47.5% | -1.5% | -46.0% | -49.9% |
| YTD | +1.8% | +11.3% | -9.5% | -29.7% |
| 1Y | -22.1% | +11.5% | -33.5% | -45.4% |
| All | -22.1% | +11.0% | -33.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling