-30.9%
WULF vs WST
-27.5%
-3.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.0% |
| 7D | +15.6% | -1.7% | +17.2% | +16.4% |
| 30D | +5.7% | -4.3% | +10.1% | +7.7% |
| 3M | -32.3% | +0.7% | -33.0% | -32.6% |
| 6M | +23.7% | +36.0% | -12.3% | +7.5% |
| YTD | +49.1% | +22.7% | +26.3% | +34.7% |
| 1Y | +66.3% | +34.1% | +32.2% | +42.4% |
| 3Y | +851.7% | -13.6% | +865.2% | +810.1% |
| 5Y | -30.9% | -26.0% | -4.9% | -27.5% |
| All | -30.9% | -27.5% | -3.4% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling