+878.9%
WULF vs STT
+197.5%
+681.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.9% |
| 30D | -2.6% | +1.7% | -4.3% | -5.1% |
| 3M | -34.0% | +17.9% | -51.9% | -48.0% |
| 6M | +10.0% | +55.3% | -45.3% | -40.9% |
| YTD | +45.7% | +52.7% | -7.0% | -20.0% |
| 1Y | +57.3% | +75.7% | -18.3% | -29.4% |
| 3Y | +878.9% | +197.9% | +681.0% | +156.4% |
| All | +878.9% | +197.5% | +681.5% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling