+86.9%
WULF vs STLD
+1,136.1%
-1,049.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | +15.6% | -2.8% | +18.4% | +16.6% |
| 30D | +5.7% | -10.4% | +16.1% | +9.3% |
| 3M | -32.3% | -10.6% | -21.7% | -30.4% |
| 6M | +23.7% | +32.7% | -9.0% | +11.5% |
| YTD | +49.1% | +42.8% | +6.3% | +31.3% |
| 1Y | +66.3% | +86.9% | -20.6% | +34.4% |
| 3Y | +851.7% | +143.8% | +707.9% | +624.1% |
| 5Y | -30.9% | +293.5% | -324.4% | -51.6% |
| All | +86.9% | +1,136.1% | -1,049.1% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling