+166.2%
WULF vs PSX
+1,167.1%
-1,000.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | +15.6% | +1.8% | +13.8% | +15.3% |
| 30D | +5.7% | +21.6% | -15.9% | +2.3% |
| 3M | -32.3% | +46.5% | -78.8% | -36.7% |
| 6M | +23.7% | +62.0% | -38.3% | +13.0% |
| YTD | +49.1% | +106.3% | -57.2% | +30.3% |
| 1Y | +66.3% | +103.0% | -36.7% | +45.2% |
| 3Y | +851.7% | +135.5% | +716.1% | +710.5% |
| 5Y | -30.9% | +368.5% | -399.4% | -45.0% |
| 10Y | +86.9% | +386.6% | -299.6% | +50.2% |
| All | +166.2% | +1,167.1% | -1,000.9% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling