-22.1%
WULF vs TXT
+9.2%
-31.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.4% | -6.0% |
| 7D | -12.8% | +10.6% | -23.5% | -17.9% |
| 30D | -20.9% | +14.4% | -35.3% | -27.2% |
| 3M | -38.0% | -2.7% | -35.3% | -36.4% |
| 6M | -47.5% | -4.7% | -42.8% | -45.2% |
| YTD | +1.8% | -0.5% | +2.4% | +3.2% |
| 1Y | -22.1% | +8.7% | -30.8% | -27.0% |
| All | -22.1% | +9.2% | -31.2% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling