-30.9%
WULF vs STRL
+2,102.6%
-2,133.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.2% |
| 7D | +15.6% | +8.2% | +7.4% | +10.2% |
| 30D | +5.7% | -6.3% | +12.1% | +10.2% |
| 3M | -32.3% | -41.2% | +8.9% | -8.1% |
| 6M | +23.7% | +20.4% | +3.3% | -6.5% |
| YTD | +49.1% | +61.7% | -12.6% | -8.5% |
| 1Y | +66.3% | +72.7% | -6.4% | -7.4% |
| 3Y | +851.7% | +530.9% | +320.7% | +84.3% |
| 5Y | -30.9% | +2,125.4% | -2,156.3% | -94.8% |
| All | -30.9% | +2,102.6% | -2,133.6% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling