+878.9%
WULF vs SITM
+452.7%
+426.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +1.2% |
| 7D | +1.4% | +3.9% | -2.5% | -0.5% |
| 30D | -2.6% | -6.6% | +4.0% | +0.1% |
| 3M | -34.0% | -11.9% | -22.1% | -32.2% |
| 6M | +10.0% | +81.1% | -71.1% | -23.6% |
| YTD | +45.7% | +80.0% | -34.3% | -4.1% |
| 1Y | +57.3% | +145.8% | -88.5% | -19.2% |
| 3Y | +878.9% | +475.9% | +403.1% | +208.5% |
| All | +878.9% | +452.7% | +426.3% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling