+76.1%
WULF vs STM
+660.7%
-584.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.1% |
| 7D | -0.6% | -1.1% | +0.5% | -0.1% |
| 30D | -3.6% | -7.8% | +4.2% | 0.0% |
| 3M | -30.4% | -28.2% | -2.2% | -20.9% |
| 6M | +12.5% | +52.0% | -39.5% | -6.5% |
| YTD | +40.5% | +96.4% | -55.9% | +5.6% |
| 1Y | +53.0% | +98.8% | -45.8% | +12.8% |
| 3Y | +796.7% | +18.3% | +778.4% | +689.5% |
| 5Y | -30.9% | +17.7% | -48.6% | -40.4% |
| All | +76.1% | +660.7% | -584.5% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling