+245.5%
WULF vs SITM
+4,532.8%
-4,287.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -6.4% |
| 7D | -0.6% | +4.8% | -5.4% | -2.2% |
| 30D | -3.6% | -9.7% | +6.1% | -0.7% |
| 3M | -30.4% | -9.3% | -21.1% | -29.3% |
| 6M | +12.5% | +69.5% | -57.0% | -8.3% |
| YTD | +40.5% | +70.5% | -30.1% | +10.9% |
| 1Y | +53.0% | +145.3% | -92.3% | +3.6% |
| 3Y | +796.7% | +432.8% | +363.9% | +388.8% |
| 5Y | -30.9% | +174.0% | -204.9% | -59.9% |
| All | +245.5% | +4,532.8% | -4,287.4% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling