+57.3%
WULF vs PSX
+103.3%
-45.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.8% |
| 7D | +1.4% | +1.7% | -0.3% | +1.9% |
| 30D | -2.6% | +15.6% | -18.3% | +1.5% |
| 3M | -34.0% | +46.5% | -80.4% | -26.8% |
| 6M | +10.0% | +55.0% | -45.0% | +23.7% |
| YTD | +45.7% | +105.3% | -59.6% | +63.6% |
| 1Y | +57.3% | +101.6% | -44.3% | +75.1% |
| All | +57.3% | +103.3% | -45.9% | +75.1% |
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