-30.9%
WULF vs WMB
+270.0%
-300.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.7% | -3.4% |
| 7D | -0.6% | -1.7% | +1.1% | +0.9% |
| 30D | -3.6% | +0.7% | -4.3% | -4.6% |
| 3M | -30.4% | +1.5% | -31.9% | -32.2% |
| 6M | +12.5% | +0.1% | +12.4% | +10.1% |
| YTD | +40.5% | +22.9% | +17.6% | +15.8% |
| 1Y | +53.0% | +27.9% | +25.1% | +20.9% |
| 3Y | +796.7% | +139.1% | +657.5% | +394.9% |
| 5Y | -30.9% | +270.9% | -301.8% | -65.6% |
| All | -30.9% | +270.0% | -300.9% | -65.6% |
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