+892.2%
WULF vs STLD
+141.4%
+750.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.7% |
| 7D | +21.9% | +2.7% | +19.3% | +19.4% |
| 30D | +4.6% | -8.4% | +13.0% | +10.1% |
| 3M | -30.9% | -9.9% | -21.1% | -27.5% |
| 6M | +29.9% | +33.0% | -3.1% | +1.9% |
| YTD | +55.4% | +42.6% | +12.9% | +15.8% |
| 1Y | +94.1% | +80.8% | +13.4% | +20.8% |
| 3Y | +892.2% | +143.4% | +748.8% | +420.7% |
| All | +892.2% | +141.4% | +750.8% | +420.7% |
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