-22.1%
WULF vs SITM
+47.5%
-69.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -9.4% | +2.7% | -3.6% |
| 7D | -12.8% | -19.5% | +6.7% | -6.4% |
| 30D | -20.9% | -43.2% | +22.3% | -6.3% |
| 3M | -38.0% | -30.8% | -7.2% | -30.7% |
| 6M | -47.5% | -28.6% | -18.9% | -41.3% |
| YTD | +1.8% | +14.2% | -12.4% | +7.0% |
| 1Y | -22.1% | +44.4% | -66.4% | -18.0% |
| All | -22.1% | +47.5% | -69.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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