+143.9%
WULF vs STLA
+150.0%
-6.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +11.0% | -13.8% | +24.8% | +14.1% |
| 30D | +9.4% | -10.5% | +19.9% | +11.4% |
| 3M | -22.6% | -28.9% | +6.2% | -17.8% |
| 6M | -45.4% | -49.7% | +4.3% | -38.0% |
| YTD | +9.8% | -64.9% | +74.8% | +31.9% |
| 1Y | +8.0% | -64.0% | +72.1% | +28.8% |
| 3Y | +1,149.5% | -77.4% | +1,226.9% | +1,516.0% |
| 5Y | -55.6% | -74.4% | +18.8% | -44.3% |
| 10Y | +34.7% | -6.4% | +41.1% | +62.1% |
| All | +143.9% | +150.0% | -6.1% | +192.6% |
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