+82.7%
WULF vs STLA
+55.1%
+27.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.0% |
| 7D | +1.4% | -2.9% | +4.3% | +2.3% |
| 30D | -2.6% | +0.9% | -3.6% | -3.3% |
| 3M | -34.0% | -21.6% | -12.3% | -29.2% |
| 6M | +10.0% | -21.6% | +31.6% | +18.6% |
| YTD | +45.7% | -50.4% | +96.1% | +79.0% |
| 1Y | +57.3% | -43.6% | +100.9% | +81.2% |
| 3Y | +878.9% | -66.4% | +945.4% | +1,266.4% |
| 5Y | -28.3% | -62.3% | +34.0% | -5.6% |
| All | +82.7% | +55.1% | +27.6% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling