+57.3%
WULF vs WMB
+29.2%
+28.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.5% |
| 3M | -34.0% | +3.2% | -37.2% | -35.0% |
| 6M | +10.0% | +0.1% | +9.9% | +8.1% |
| YTD | +45.7% | +23.9% | +21.8% | +31.7% |
| 1Y | +57.3% | +27.6% | +29.7% | +51.9% |
| All | +57.3% | +29.2% | +28.2% | +51.9% |
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