+1,841.8%
WULF vs TXT
+777.1%
+1,064.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.6% | +7.6% | +8.1% |
| 7D | +21.9% | -0.2% | +22.1% | +22.0% |
| 30D | +4.6% | -11.1% | +15.6% | +6.3% |
| 3M | -30.9% | -13.0% | -17.9% | -29.5% |
| 6M | +29.9% | -16.2% | +46.1% | +33.4% |
| YTD | +55.4% | -8.7% | +64.2% | +57.7% |
| 1Y | +94.1% | -3.8% | +97.9% | +95.3% |
| 3Y | +892.2% | +5.5% | +886.7% | +893.0% |
| 5Y | -26.7% | +12.3% | -39.0% | -27.0% |
| 10Y | +94.0% | +97.4% | -3.4% | +82.7% |
| All | +1,841.8% | +777.1% | +1,064.7% | +1,841.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling