-30.9%
WULF vs STZ
-37.5%
+6.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.6% | -6.4% |
| 7D | -0.6% | -4.1% | +3.5% | +0.6% |
| 30D | -3.6% | -7.6% | +3.9% | -1.6% |
| 3M | -30.4% | -12.3% | -18.1% | -27.8% |
| 6M | +12.5% | -16.3% | +28.8% | +18.4% |
| YTD | +40.5% | -8.4% | +48.8% | +40.1% |
| 1Y | +53.0% | -10.8% | +63.8% | +54.4% |
| 3Y | +796.7% | -49.0% | +845.6% | +1,072.5% |
| 5Y | -30.9% | -36.5% | +5.6% | -21.2% |
| All | -30.9% | -37.5% | +6.6% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling