-30.9%
WULF vs SLB
+139.6%
-170.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +15.6% | -1.9% | +17.4% | +16.6% |
| 30D | +5.7% | +7.8% | -2.1% | +1.4% |
| 3M | -32.3% | +2.7% | -35.0% | -34.2% |
| 6M | +23.7% | +22.2% | +1.5% | +9.4% |
| YTD | +49.1% | +51.1% | -2.0% | +19.0% |
| 1Y | +66.3% | +63.3% | +3.0% | +25.8% |
| 3Y | +851.7% | +2.4% | +849.2% | +779.6% |
| 5Y | -30.9% | +139.3% | -170.3% | -42.3% |
| All | -30.9% | +139.6% | -170.5% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling