+82.7%
WULF vs SBUX
+127.2%
-44.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +1.4% | -5.5% | +6.9% | +3.7% |
| 30D | -2.6% | -8.5% | +5.8% | +0.7% |
| 3M | -34.0% | -2.9% | -31.1% | -33.7% |
| 6M | +10.0% | -1.5% | +11.5% | +9.5% |
| YTD | +45.7% | +19.4% | +26.3% | +33.8% |
| 1Y | +57.3% | +22.9% | +34.4% | +41.3% |
| 3Y | +878.9% | +11.3% | +867.7% | +807.3% |
| 5Y | -28.3% | -6.9% | -21.5% | -31.6% |
| All | +82.7% | +127.2% | -44.5% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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