+86.1%
WULF vs WMB
+31.9%
+54.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +7.6% | +0.6% | +7.0% | +7.3% |
| 30D | -8.6% | +3.3% | -11.9% | -9.9% |
| 3M | -37.0% | +3.1% | -40.1% | -38.1% |
| 6M | +7.4% | -0.7% | +8.1% | +6.0% |
| YTD | +43.7% | +25.2% | +18.5% | +27.8% |
| 1Y | +86.1% | +32.9% | +53.3% | +69.5% |
| All | +86.1% | +31.9% | +54.2% | +69.5% |
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