+586.0%
WULF vs STM
+2,037.8%
-1,451.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +11.0% | +12.0% | -1.0% | +8.8% |
| 30D | +9.4% | -0.4% | +9.7% | +10.1% |
| 3M | -22.6% | -13.2% | -9.4% | -20.0% |
| 6M | -45.4% | -26.1% | -19.3% | -42.1% |
| YTD | +9.8% | +81.2% | -71.3% | +1.3% |
| 1Y | +8.0% | +98.3% | -90.3% | -1.8% |
| 3Y | +1,149.5% | +16.7% | +1,132.8% | +1,120.8% |
| 5Y | -55.6% | -4.8% | -50.7% | -55.7% |
| 10Y | +34.7% | +468.8% | -434.1% | +17.3% |
| All | +586.0% | +2,037.8% | -1,451.8% | +363.8% |
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