+1,317.7%
WULF vs STRL
+8,836.3%
-7,518.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | +29.4% | +23.4% | +5.9% | +27.9% |
| 30D | -1.3% | -39.5% | +38.2% | +1.5% |
| 3M | -24.1% | -45.1% | +20.9% | -21.5% |
| 6M | -42.8% | -64.6% | +21.8% | -39.6% |
| YTD | +13.5% | -1.5% | +15.0% | +14.8% |
| 1Y | +3.2% | -20.8% | +23.9% | +5.2% |
| 3Y | +1,230.6% | +353.1% | +877.5% | +1,199.2% |
| 5Y | -54.1% | +942.9% | -997.0% | -55.6% |
| 10Y | +39.2% | +3,847.6% | -3,808.5% | +35.3% |
| All | +1,317.7% | +8,836.3% | -7,518.6% | +1,558.5% |
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