+86.1%
WULF vs SHEL
+32.9%
+53.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | +7.6% | +2.2% | +5.3% | +7.3% |
| 30D | -8.6% | +6.8% | -15.5% | -9.2% |
| 3M | -37.0% | +8.1% | -45.1% | -36.2% |
| 6M | +7.4% | +14.4% | -7.0% | +1.2% |
| YTD | +43.7% | +30.0% | +13.7% | +22.8% |
| 1Y | +86.1% | +33.3% | +52.8% | +61.1% |
| All | +86.1% | +32.9% | +53.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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