-24.7%
WULF vs PSX
+362.1%
-386.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | -2.6% | +15.6% | -18.3% | -7.6% |
| 3M | -34.0% | +46.5% | -80.4% | -42.8% |
| 6M | +10.0% | +55.0% | -45.0% | -8.3% |
| YTD | +45.7% | +105.3% | -59.6% | +7.2% |
| 1Y | +57.3% | +101.6% | -44.3% | +15.4% |
| 3Y | +878.9% | +134.1% | +744.8% | +564.9% |
| All | -24.7% | +362.1% | -386.9% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling