-54.1%
WULF vs WST
-0.5%
-53.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +29.4% | +4.9% | +24.5% | +27.0% |
| 30D | -1.3% | +10.7% | -12.0% | -5.0% |
| 3M | -24.1% | +16.8% | -41.0% | -28.9% |
| 6M | -42.8% | +32.0% | -74.8% | -49.2% |
| YTD | +13.5% | +49.9% | -36.4% | -5.6% |
| 1Y | +3.2% | +50.6% | -47.5% | -14.6% |
| 3Y | +1,230.6% | +21.4% | +1,209.2% | +938.5% |
| 5Y | -54.1% | -0.6% | -53.5% | -59.7% |
| All | -54.1% | -0.5% | -53.6% | -59.7% |
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