+66.3%
WULF vs SLB
+62.2%
+4.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +15.6% | -1.9% | +17.4% | +16.2% |
| 30D | +5.7% | +7.8% | -2.1% | +2.9% |
| 3M | -32.3% | +2.7% | -35.0% | -32.3% |
| 6M | +23.7% | +22.2% | +1.5% | +13.9% |
| YTD | +49.1% | +51.1% | -2.0% | +40.2% |
| 1Y | +66.3% | +63.3% | +3.0% | +67.5% |
| All | +66.3% | +62.2% | +4.1% | +67.5% |
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 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