+82.7%
WULF vs SHEL
+214.0%
-131.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | +1.4% | +4.1% | -2.7% | +0.2% |
| 30D | -2.6% | +8.4% | -11.0% | -5.0% |
| 3M | -34.0% | +13.7% | -47.7% | -36.9% |
| 6M | +10.0% | +12.7% | -2.7% | +4.9% |
| YTD | +45.7% | +35.3% | +10.4% | +31.2% |
| 1Y | +57.3% | +39.4% | +18.0% | +39.9% |
| 3Y | +878.9% | +71.5% | +807.5% | +727.6% |
| 5Y | -28.3% | +195.0% | -223.3% | -45.1% |
| All | +82.7% | +214.0% | -131.3% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling