+3.2%
WULF vs SLB
+39.8%
-36.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | +29.4% | +2.6% | +26.8% | +27.9% |
| 30D | -1.3% | +4.4% | -5.7% | -2.5% |
| 3M | -24.1% | -2.7% | -21.4% | -23.4% |
| 6M | -42.8% | -7.5% | -35.3% | -40.0% |
| YTD | +13.5% | +34.8% | -21.3% | -4.6% |
| 1Y | +3.2% | +44.6% | -41.4% | -8.8% |
| All | +3.2% | +39.8% | -36.7% | -8.8% |
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