-55.9%
WULF vs WMB
+200.5%
-256.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.8% |
| 7D | +11.0% | +7.8% | +3.2% | +4.6% |
| 30D | +9.4% | -5.1% | +14.5% | +14.6% |
| 3M | -22.6% | -4.7% | -17.9% | -19.4% |
| 6M | -45.4% | -7.4% | -38.0% | -42.7% |
| YTD | +9.8% | +17.5% | -7.6% | -5.9% |
| 1Y | +8.0% | +19.5% | -11.4% | -9.1% |
| 3Y | +1,149.5% | +121.3% | +1,028.2% | +616.0% |
| All | -55.9% | +200.5% | -256.5% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling