+82.7%
WULF vs WMB
+307.8%
-225.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | -2.6% | -0.4% | -2.2% | -2.6% |
| 3M | -34.0% | +3.2% | -37.2% | -34.9% |
| 6M | +10.0% | +0.1% | +9.9% | +9.3% |
| YTD | +45.7% | +23.9% | +21.8% | +35.1% |
| 1Y | +57.3% | +27.6% | +29.7% | +44.2% |
| 3Y | +878.9% | +141.9% | +737.0% | +690.8% |
| 5Y | -28.3% | +273.8% | -302.1% | -45.7% |
| All | +82.7% | +307.8% | -225.1% | +37.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling