+66.3%
WULF vs STLD
+80.8%
-14.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.2% |
| 7D | +15.6% | -2.8% | +18.4% | +17.3% |
| 30D | +5.7% | -10.4% | +16.1% | +13.0% |
| 3M | -32.3% | -10.6% | -21.7% | -28.1% |
| 6M | +23.7% | +32.7% | -9.0% | -4.3% |
| YTD | +49.1% | +42.8% | +6.3% | +10.3% |
| 1Y | +66.3% | +86.9% | -20.6% | +13.6% |
| All | +66.3% | +80.8% | -14.5% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling