-30.9%
WULF vs STT
+158.4%
-189.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +15.6% | +1.0% | +14.6% | +14.5% |
| 30D | +5.7% | +2.8% | +2.9% | +2.8% |
| 3M | -32.3% | +18.1% | -50.4% | -42.7% |
| 6M | +23.7% | +59.2% | -35.5% | -21.3% |
| YTD | +49.1% | +51.5% | -2.4% | -0.2% |
| 1Y | +66.3% | +75.7% | -9.4% | -2.9% |
| 3Y | +851.7% | +200.8% | +650.9% | +271.9% |
| 5Y | -30.9% | +155.8% | -186.7% | -72.7% |
| All | -30.9% | +158.4% | -189.3% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling