+76.1%
WULF vs STLD
+1,117.5%
-1,041.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.3% |
| 7D | -0.6% | -3.6% | +3.1% | +0.7% |
| 30D | -3.6% | -10.1% | +6.4% | -0.4% |
| 3M | -30.4% | -11.4% | -19.0% | -28.2% |
| 6M | +12.5% | +30.8% | -18.4% | +1.9% |
| YTD | +40.5% | +40.7% | -0.2% | +24.4% |
| 1Y | +53.0% | +80.8% | -27.8% | +25.0% |
| 3Y | +796.7% | +140.2% | +656.5% | +586.0% |
| 5Y | -30.9% | +288.5% | -319.4% | -51.3% |
| All | +76.1% | +1,117.5% | -1,041.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STLD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling