-22.1%
WULF vs STM
+92.4%
-114.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.1% | -0.6% | -2.6% |
| 7D | -12.8% | -6.0% | -6.8% | -8.9% |
| 30D | -20.9% | -20.9% | +0.1% | -7.5% |
| 3M | -38.0% | -15.8% | -22.3% | -30.2% |
| 6M | -47.5% | -17.0% | -30.5% | -44.0% |
| YTD | +1.8% | +76.8% | -75.0% | -34.4% |
| 1Y | -22.1% | +96.5% | -118.5% | -52.3% |
| All | -22.1% | +92.4% | -114.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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