+62.5%
WULF vs SPMO
+562.6%
-500.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -3.9% | -3.9% |
| 7D | -0.6% | +0.1% | -0.6% | -0.5% |
| 30D | -3.6% | -0.7% | -2.9% | -2.4% |
| 3M | -30.4% | +2.8% | -33.2% | -31.4% |
| 6M | +12.5% | +24.4% | -12.0% | -5.8% |
| YTD | +40.5% | +24.2% | +16.3% | +18.9% |
| 1Y | +53.0% | +24.5% | +28.5% | +30.7% |
| 3Y | +796.7% | +155.6% | +641.1% | +427.6% |
| 5Y | -30.9% | +148.2% | -179.1% | -59.2% |
| 10Y | +76.1% | +514.8% | -438.7% | +3.8% |
| All | +62.5% | +562.6% | -500.1% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling