+1,149.5%
WULF vs WMB
+121.9%
+1,027.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | +11.0% | +7.8% | +3.2% | +3.5% |
| 30D | +9.4% | -5.1% | +14.5% | +15.4% |
| 3M | -22.6% | -4.7% | -17.9% | -18.9% |
| 6M | -45.4% | -7.4% | -38.0% | -42.3% |
| YTD | +9.8% | +17.5% | -7.6% | -11.3% |
| 1Y | +8.0% | +19.5% | -11.4% | -14.9% |
| 3Y | +1,149.5% | +121.3% | +1,028.2% | +447.3% |
| All | +1,149.5% | +121.9% | +1,027.7% | +447.3% |
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