-24.7%
WULF vs OXY
+160.1%
-184.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +1.4% | +2.8% | -1.4% | +0.5% |
| 30D | -2.6% | +5.5% | -8.1% | -4.4% |
| 3M | -34.0% | +11.3% | -45.3% | -36.8% |
| 6M | +10.0% | +11.6% | -1.6% | +2.0% |
| YTD | +45.7% | +51.6% | -5.9% | +17.6% |
| 1Y | +57.3% | +36.2% | +21.1% | +32.0% |
| 3Y | +878.9% | +1.7% | +877.2% | +806.0% |
| All | -24.7% | +160.1% | -184.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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