-22.1%
WULF vs WST
+47.3%
-69.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.1% | -6.7% |
| 7D | -12.8% | +1.3% | -14.1% | -13.1% |
| 30D | -20.9% | +8.5% | -29.4% | -22.6% |
| 3M | -38.0% | +17.2% | -55.2% | -40.8% |
| 6M | -47.5% | +36.3% | -83.8% | -52.5% |
| YTD | +1.8% | +48.9% | -47.1% | -16.6% |
| 1Y | -22.1% | +42.9% | -65.0% | -34.1% |
| All | -22.1% | +47.3% | -69.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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