+57.3%
WULF vs STZ
-11.8%
+69.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.7% |
| 7D | +1.4% | -4.5% | +5.9% | +1.3% |
| 30D | -2.6% | -8.6% | +6.0% | -2.7% |
| 3M | -34.0% | -13.8% | -20.2% | -33.3% |
| 6M | +10.0% | -17.2% | +27.1% | +12.1% |
| YTD | +45.7% | -9.4% | +55.1% | +39.0% |
| 1Y | +57.3% | -11.9% | +69.2% | +60.9% |
| All | +57.3% | -11.8% | +69.1% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling