+1,695.0%
WULF vs STT
+3,858.3%
-2,163.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +0.5% | +7.1% | +7.5% |
| 30D | -8.6% | +3.9% | -12.5% | -9.0% |
| 3M | -37.0% | +20.0% | -56.9% | -38.3% |
| 6M | +7.4% | +55.3% | -47.9% | +2.1% |
| YTD | +43.7% | +53.3% | -9.6% | +36.8% |
| 1Y | +86.1% | +74.7% | +11.4% | +74.9% |
| 3Y | +733.8% | +205.8% | +528.0% | +650.1% |
| 5Y | -33.6% | +145.0% | -178.6% | -39.6% |
| 10Y | +76.1% | +266.0% | -190.0% | +56.9% |
| All | +1,695.0% | +3,858.3% | -2,163.3% | +1,751.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling