+1,149.5%
WULF vs SLB
+4.7%
+1,144.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -4.2% |
| 7D | +11.0% | +3.5% | +7.5% | +8.6% |
| 30D | +9.4% | +6.5% | +2.8% | +5.5% |
| 3M | -22.6% | -0.2% | -22.4% | -23.0% |
| 6M | -45.4% | -5.7% | -39.7% | -44.3% |
| YTD | +9.8% | +36.8% | -27.0% | -15.3% |
| 1Y | +8.0% | +45.8% | -37.7% | -21.0% |
| 3Y | +1,149.5% | +3.4% | +1,146.1% | +956.9% |
| All | +1,149.5% | +4.7% | +1,144.8% | +956.9% |
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