+1,762.4%
WULF vs WMB
+3,909.9%
-2,147.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | +15.6% | 0.0% | +15.6% | +15.6% |
| 30D | +5.7% | +4.6% | +1.1% | +5.5% |
| 3M | -32.3% | +5.7% | -38.0% | -32.5% |
| 6M | +23.7% | +4.2% | +19.5% | +23.4% |
| YTD | +49.1% | +26.8% | +22.2% | +47.4% |
| 1Y | +66.3% | +34.7% | +31.6% | +64.0% |
| 3Y | +851.7% | +146.8% | +704.9% | +823.8% |
| 5Y | -30.9% | +285.0% | -315.9% | -33.6% |
| 10Y | +86.9% | +313.2% | -226.3% | +78.7% |
| All | +1,762.4% | +3,909.9% | -2,147.5% | +1,460.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling