+1,272.1%
WULF vs STRL
+8,563.4%
-7,291.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -3.1% |
| 7D | +11.0% | +15.7% | -4.7% | +10.1% |
| 30D | +9.4% | -35.5% | +44.8% | +12.1% |
| 3M | -22.6% | -47.1% | +24.5% | -19.8% |
| 6M | -45.4% | -65.8% | +20.4% | -42.2% |
| YTD | +9.8% | -4.5% | +14.4% | +11.3% |
| 1Y | +8.0% | -10.5% | +18.5% | +9.8% |
| 3Y | +1,149.5% | +340.6% | +808.9% | +1,122.1% |
| 5Y | -55.6% | +911.0% | -966.6% | -57.0% |
| 10Y | +34.7% | +3,727.1% | -3,692.4% | +31.1% |
| All | +1,272.1% | +8,563.4% | -7,291.4% | +1,507.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling