+245.1%
WULF vs STLA
+252.7%
-7.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.1% | +11.2% | +8.8% |
| 7D | +21.9% | +0.7% | +21.2% | +21.7% |
| 30D | +4.6% | -2.4% | +6.9% | +4.8% |
| 3M | -30.9% | -23.9% | -7.1% | -27.6% |
| 6M | +29.9% | -24.6% | +54.5% | +36.8% |
| YTD | +55.4% | -50.5% | +105.9% | +75.2% |
| 1Y | +94.1% | -39.8% | +134.0% | +108.3% |
| 3Y | +892.2% | -65.6% | +957.8% | +1,094.6% |
| 5Y | -26.7% | -62.1% | +35.3% | -13.9% |
| 10Y | +94.0% | +47.8% | +46.2% | +118.8% |
| All | +245.1% | +252.7% | -7.6% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling