+86.1%
WULF vs STM
+107.3%
-21.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +0.8% |
| 7D | +7.6% | +5.8% | +1.8% | +4.5% |
| 30D | -8.6% | -1.0% | -7.6% | -8.0% |
| 3M | -37.0% | -33.3% | -3.7% | -25.0% |
| 6M | +7.4% | +57.4% | -49.9% | -15.7% |
| YTD | +43.7% | +102.2% | -58.5% | +7.9% |
| 1Y | +86.1% | +99.6% | -13.5% | +41.1% |
| All | +86.1% | +107.3% | -21.1% | +41.1% |
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