+23.7%
WULF vs SHEL
+14.3%
+9.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -3.9% |
| 7D | +15.6% | +3.0% | +12.6% | +17.3% |
| 30D | +5.7% | +7.2% | -1.5% | +9.9% |
| 3M | -32.3% | +12.9% | -45.2% | -24.5% |
| 6M | +23.7% | +13.7% | +10.0% | +24.5% |
| All | +23.7% | +14.3% | +9.4% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling