+901.8%
WULF vs STM
+18.5%
+883.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | +15.6% | +1.7% | +13.9% | +14.4% |
| 30D | +5.7% | -5.2% | +10.9% | +9.8% |
| 3M | -32.3% | -29.6% | -2.7% | -17.2% |
| 6M | +23.7% | +54.4% | -30.7% | -13.9% |
| YTD | +49.1% | +99.5% | -50.4% | -13.4% |
| 1Y | +66.3% | +100.8% | -34.4% | -7.2% |
| All | +901.8% | +18.5% | +883.2% | +839.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling