+34.7%
WULF vs STT
+198.3%
-163.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +11.0% | +4.8% | +6.2% | +8.5% |
| 30D | +9.4% | +3.9% | +5.4% | +7.9% |
| 3M | -22.6% | -8.2% | -14.5% | -18.4% |
| 6M | -45.4% | +15.6% | -61.0% | -48.7% |
| YTD | +9.8% | +37.6% | -27.8% | -4.6% |
| 1Y | +8.0% | +50.1% | -42.1% | -9.9% |
| 3Y | +1,149.5% | +183.1% | +966.4% | +734.7% |
| 5Y | -55.6% | +104.8% | -160.4% | -68.4% |
| All | +34.7% | +198.3% | -163.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling