+901.8%
WULF vs WMB
+145.3%
+756.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.2% |
| 7D | +15.6% | 0.0% | +15.6% | +15.6% |
| 30D | +5.7% | +4.6% | +1.1% | +0.6% |
| 3M | -32.3% | +5.7% | -38.0% | -37.3% |
| 6M | +23.7% | +4.2% | +19.5% | +14.9% |
| YTD | +49.1% | +26.8% | +22.2% | +10.5% |
| 1Y | +66.3% | +34.7% | +31.6% | +12.4% |
| All | +901.8% | +145.3% | +756.4% | +255.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling