+1,695.0%
WULF vs STRL
+14,314.5%
-12,619.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.0% | +1.4% |
| 7D | +7.6% | +3.4% | +4.2% | +7.4% |
| 30D | -8.6% | -9.2% | +0.6% | -8.2% |
| 3M | -37.0% | -51.0% | +14.1% | -34.8% |
| 6M | +7.4% | +15.8% | -8.4% | +6.8% |
| YTD | +43.7% | +58.9% | -15.2% | +41.3% |
| 1Y | +86.1% | +68.5% | +17.6% | +82.7% |
| 3Y | +733.8% | +485.2% | +248.6% | +694.2% |
| 5Y | -33.6% | +2,005.1% | -2,038.7% | -37.5% |
| 10Y | +76.1% | +7,118.0% | -7,041.9% | +66.5% |
| All | +1,695.0% | +14,314.5% | -12,619.5% | +1,942.5% |
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