+86.1%
WULF vs SLB
+68.3%
+17.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +0.8% | +6.7% | +7.2% |
| 30D | -8.6% | +15.8% | -24.5% | -13.3% |
| 3M | -37.0% | -0.3% | -36.6% | -35.8% |
| 6M | +7.4% | +21.3% | -13.9% | -0.5% |
| YTD | +43.7% | +52.3% | -8.6% | +35.5% |
| 1Y | +86.1% | +63.6% | +22.5% | +89.1% |
| All | +86.1% | +68.3% | +17.8% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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