+797.5%
WULF vs STM
+2,285.7%
-1,488.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.4% |
| 7D | +7.6% | +5.8% | +1.8% | +6.5% |
| 30D | -8.6% | -1.0% | -7.6% | -8.4% |
| 3M | -37.0% | -33.3% | -3.7% | -32.6% |
| 6M | +7.4% | +57.4% | -49.9% | +0.1% |
| YTD | +43.7% | +102.2% | -58.5% | +29.0% |
| 1Y | +86.1% | +99.6% | -13.5% | +66.7% |
| 3Y | +733.8% | +14.5% | +719.3% | +705.4% |
| 5Y | -33.6% | +21.4% | -55.0% | -36.1% |
| 10Y | +76.1% | +695.0% | -618.9% | +47.0% |
| All | +797.5% | +2,285.7% | -1,488.3% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling