-22.1%
WULF vs STLA
-53.0%
+30.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.8% | -10.4% | -6.7% |
| 7D | -12.8% | -0.6% | -12.2% | -12.8% |
| 30D | -20.9% | +3.6% | -24.5% | -21.3% |
| 3M | -38.0% | -20.6% | -17.4% | -37.9% |
| 6M | -47.5% | -34.3% | -13.2% | -45.5% |
| YTD | +1.8% | -57.3% | +59.1% | +2.4% |
| 1Y | -22.1% | -52.6% | +30.6% | -23.9% |
| All | -22.1% | -53.0% | +30.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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