+1,181.6%
WULF vs STLD
+124.8%
+1,056.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | -1.1% |
| 7D | +0.2% | -4.7% | +4.9% | +4.1% |
| 30D | -8.8% | -0.9% | -7.8% | -7.7% |
| 3M | -22.5% | -11.9% | -10.6% | -15.9% |
| 6M | -46.3% | +0.9% | -47.2% | -48.1% |
| YTD | +9.3% | +40.4% | -31.1% | -17.4% |
| 1Y | -12.2% | +56.6% | -68.7% | -38.6% |
| 3Y | +1,181.6% | +125.5% | +1,056.2% | +849.7% |
| All | +1,181.6% | +124.8% | +1,056.9% | +849.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling