-55.9%
WULF vs SLB
+76.5%
-132.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -4.0% |
| 7D | +11.0% | +3.5% | +7.5% | +9.1% |
| 30D | +9.4% | +6.5% | +2.8% | +6.3% |
| 3M | -22.6% | -0.2% | -22.4% | -22.8% |
| 6M | -45.4% | -5.7% | -39.7% | -44.6% |
| YTD | +9.8% | +36.8% | -27.0% | -8.2% |
| 1Y | +8.0% | +45.8% | -37.7% | -12.9% |
| 3Y | +1,149.5% | +3.4% | +1,146.1% | +1,062.8% |
| All | -55.9% | +76.5% | -132.5% | -58.5% |
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 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