+1,149.5%
WULF vs STLA
-77.1%
+1,226.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +11.0% | -13.8% | +24.8% | +18.2% |
| 30D | +9.4% | -10.5% | +19.9% | +13.6% |
| 3M | -22.6% | -28.9% | +6.2% | -11.4% |
| 6M | -45.4% | -49.7% | +4.3% | -26.1% |
| YTD | +9.8% | -64.9% | +74.8% | +73.4% |
| 1Y | +8.0% | -64.0% | +72.1% | +66.0% |
| 3Y | +1,149.5% | -77.4% | +1,226.9% | +2,409.4% |
| All | +1,149.5% | -77.1% | +1,226.6% | +2,409.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling