-22.1%
WULF vs PSX
+97.5%
-119.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.5% | -2.1% | -7.9% |
| 7D | -12.8% | -5.2% | -7.7% | -14.1% |
| 30D | -20.9% | -3.7% | -17.2% | -21.7% |
| 3M | -38.0% | +26.8% | -64.8% | -34.1% |
| 6M | -47.5% | +47.3% | -94.8% | -41.9% |
| YTD | +1.8% | +105.4% | -103.6% | +9.0% |
| 1Y | -22.1% | +96.9% | -119.0% | -16.8% |
| All | -22.1% | +97.5% | -119.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling