+57.3%
WULF vs TXT
0.0%
+57.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.3% |
| 7D | +1.4% | +2.5% | -1.1% | -0.1% |
| 30D | -2.6% | -8.9% | +6.2% | +3.2% |
| 3M | -34.0% | -13.6% | -20.4% | -27.8% |
| 6M | +10.0% | -13.1% | +23.1% | +18.7% |
| YTD | +45.7% | -7.0% | +52.7% | +54.6% |
| 1Y | +57.3% | -1.4% | +58.7% | +65.9% |
| All | +57.3% | 0.0% | +57.3% | +65.9% |
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