+1,695.0%
WULF vs SLB
+799.9%
+895.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +0.8% | +6.7% | +7.4% |
| 30D | -8.6% | +15.8% | -24.5% | -10.9% |
| 3M | -37.0% | -0.3% | -36.6% | -37.2% |
| 6M | +7.4% | +21.3% | -13.9% | +3.7% |
| YTD | +43.7% | +52.3% | -8.6% | +34.2% |
| 1Y | +86.1% | +63.6% | +22.5% | +71.2% |
| 3Y | +733.8% | +3.8% | +730.1% | +720.5% |
| 5Y | -33.6% | +128.6% | -162.2% | -40.4% |
| 10Y | +76.1% | -3.1% | +79.1% | +64.6% |
| All | +1,695.0% | +799.9% | +895.1% | +1,251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling