+39.2%
WULF vs SLB
-14.0%
+53.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +29.4% | +2.6% | +26.8% | +28.4% |
| 30D | -1.3% | +4.4% | -5.7% | -2.4% |
| 3M | -24.1% | -2.7% | -21.4% | -23.5% |
| 6M | -42.8% | -7.5% | -35.3% | -41.8% |
| YTD | +13.5% | +34.8% | -21.3% | +2.7% |
| 1Y | +3.2% | +44.6% | -41.4% | -8.8% |
| 3Y | +1,230.6% | +3.2% | +1,227.4% | +1,190.9% |
| 5Y | -54.1% | +73.6% | -127.7% | -60.2% |
| All | +39.2% | -14.0% | +53.2% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling