+76.1%
WULF vs STRL
+6,846.4%
-6,770.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.0% |
| 7D | -0.6% | +5.4% | -6.0% | -2.4% |
| 30D | -3.6% | -9.0% | +5.3% | +0.1% |
| 3M | -30.4% | -37.1% | +6.7% | -17.5% |
| 6M | +12.5% | +17.8% | -5.3% | +1.1% |
| YTD | +40.5% | +58.3% | -17.9% | +13.9% |
| 1Y | +53.0% | +61.0% | -8.0% | +21.9% |
| 3Y | +796.7% | +517.8% | +278.9% | +378.7% |
| 5Y | -30.9% | +2,119.0% | -2,149.9% | -70.2% |
| All | +76.1% | +6,846.4% | -6,770.3% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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