+82.7%
WULF vs STZ
-11.3%
+94.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.0% |
| 7D | +1.4% | -4.5% | +5.9% | +2.2% |
| 30D | -2.6% | -8.6% | +6.0% | -1.0% |
| 3M | -34.0% | -13.8% | -20.2% | -32.1% |
| 6M | +10.0% | -17.2% | +27.1% | +13.9% |
| YTD | +45.7% | -9.4% | +55.1% | +46.7% |
| 1Y | +57.3% | -11.9% | +69.2% | +59.4% |
| 3Y | +878.9% | -49.6% | +928.5% | +1,026.5% |
| 5Y | -28.3% | -37.2% | +8.9% | -20.4% |
| All | +82.7% | -11.3% | +94.0% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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