+34.7%
WULF vs WST
+456.5%
-421.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -3.6% |
| 7D | +11.0% | +4.2% | +6.8% | +9.7% |
| 30D | +9.4% | +11.2% | -1.9% | +6.4% |
| 3M | -22.6% | +20.4% | -43.0% | -26.6% |
| 6M | -45.4% | +37.9% | -83.3% | -50.3% |
| YTD | +9.8% | +51.8% | -42.0% | -3.4% |
| 1Y | +8.0% | +56.6% | -48.6% | -6.0% |
| 3Y | +1,149.5% | +24.2% | +1,125.3% | +974.1% |
| 5Y | -55.6% | +0.7% | -56.3% | -62.2% |
| All | +34.7% | +456.5% | -421.8% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling