+76.1%
WULF vs SLB
-4.7%
+80.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.2% |
| 7D | -0.6% | -2.4% | +1.9% | +0.2% |
| 30D | -3.6% | +4.9% | -8.5% | -5.3% |
| 3M | -30.4% | +1.4% | -31.8% | -31.4% |
| 6M | +12.5% | +17.6% | -5.2% | +5.7% |
| YTD | +40.5% | +48.3% | -7.9% | +23.3% |
| 1Y | +53.0% | +58.7% | -5.7% | +30.4% |
| 3Y | +796.7% | +0.6% | +796.1% | +767.6% |
| 5Y | -30.9% | +133.6% | -164.5% | -44.0% |
| All | +76.1% | -4.7% | +80.8% | +69.1% |
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 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