+428.2%
WULF vs STLD
+8,593.6%
-8,165.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +6.2% |
| 7D | +14.2% | -0.5% | +14.7% | +14.4% |
| 30D | -0.1% | -0.1% | 0.0% | +0.1% |
| 3M | -20.2% | -9.2% | -11.1% | -19.3% |
| 6M | -42.8% | +1.8% | -44.6% | -43.0% |
| YTD | +16.3% | +42.1% | -25.9% | +11.7% |
| 1Y | +8.0% | +58.5% | -50.5% | +2.6% |
| 3Y | +1,263.3% | +128.2% | +1,135.0% | +1,154.2% |
| 5Y | -53.5% | +288.2% | -341.7% | -58.8% |
| 10Y | +42.6% | +799.8% | -757.2% | +18.9% |
| All | +428.2% | +8,593.6% | -8,165.5% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling