-55.9%
WULF vs STM
-5.1%
-50.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.7% |
| 7D | +11.0% | +12.0% | -1.0% | +2.0% |
| 30D | +9.4% | -0.4% | +9.7% | +11.1% |
| 3M | -22.6% | -13.2% | -9.4% | -12.5% |
| 6M | -45.4% | -26.1% | -19.3% | -34.0% |
| YTD | +9.8% | +81.2% | -71.3% | -35.3% |
| 1Y | +8.0% | +98.3% | -90.3% | -41.2% |
| 3Y | +1,149.5% | +16.7% | +1,132.8% | +886.9% |
| All | -55.9% | -5.1% | -50.9% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling