+1,841.8%
WULF vs WST
+8,505.5%
-6,663.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.8% | +8.3% |
| 7D | +21.9% | -0.3% | +22.2% | +22.0% |
| 30D | +4.6% | -4.6% | +9.2% | +5.4% |
| 3M | -30.9% | +5.7% | -36.6% | -31.6% |
| 6M | +29.9% | +37.6% | -7.7% | +23.3% |
| YTD | +55.4% | +23.0% | +32.4% | +49.9% |
| 1Y | +94.1% | +33.8% | +60.3% | +84.0% |
| 3Y | +892.2% | -13.4% | +905.6% | +873.0% |
| 5Y | -26.7% | -27.0% | +0.2% | -28.8% |
| 10Y | +94.0% | +324.5% | -230.6% | +71.6% |
| All | +1,841.8% | +8,505.5% | -6,663.7% | +1,373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling