-22.1%
WULF vs WMB
+22.7%
-44.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.4% | -0.3% | -3.5% |
| 7D | -12.8% | -8.6% | -4.2% | -8.9% |
| 30D | -20.9% | -4.2% | -16.7% | -18.6% |
| 3M | -38.0% | -4.4% | -33.6% | -36.2% |
| 6M | -47.5% | -8.7% | -38.8% | -45.8% |
| YTD | +1.8% | +15.4% | -13.5% | -5.9% |
| 1Y | -22.1% | +23.7% | -45.8% | -27.7% |
| All | -22.1% | +22.7% | -44.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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