+892.2%
WULF vs SLB
+1.7%
+890.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.6% |
| 7D | +21.9% | +0.4% | +21.5% | +21.4% |
| 30D | +4.6% | +13.6% | -9.0% | -4.7% |
| 3M | -30.9% | +1.5% | -32.4% | -32.6% |
| 6M | +29.9% | +23.0% | +6.9% | +9.2% |
| YTD | +55.4% | +51.2% | +4.2% | +13.2% |
| 1Y | +94.1% | +63.5% | +30.6% | +30.5% |
| 3Y | +892.2% | +2.5% | +889.7% | +735.4% |
| All | +892.2% | +1.7% | +890.5% | +735.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling