+901.8%
WULF vs STRL
+526.3%
+375.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.3% |
| 7D | +15.6% | +8.2% | +7.4% | +10.6% |
| 30D | +5.7% | -6.3% | +12.1% | +9.9% |
| 3M | -32.3% | -41.2% | +8.9% | -10.0% |
| 6M | +23.7% | +20.4% | +3.3% | -4.1% |
| YTD | +49.1% | +61.7% | -12.6% | -5.3% |
| 1Y | +66.3% | +72.7% | -6.4% | -3.9% |
| All | +901.8% | +526.3% | +375.5% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling