-55.4%
WULF vs STLD
+289.0%
-344.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | -0.8% |
| 7D | +0.2% | -4.7% | +4.9% | +3.7% |
| 30D | -8.8% | -0.9% | -7.8% | -7.8% |
| 3M | -22.5% | -11.9% | -10.6% | -16.7% |
| 6M | -46.3% | +0.9% | -47.2% | -47.7% |
| YTD | +9.3% | +40.4% | -31.1% | -13.3% |
| 1Y | -12.2% | +56.6% | -68.7% | -34.7% |
| 3Y | +1,181.6% | +125.5% | +1,056.2% | +667.0% |
| 5Y | -55.4% | +292.8% | -348.2% | -76.6% |
| All | -55.4% | +289.0% | -344.4% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling