+1,272.1%
WULF vs WMB
+3,613.3%
-2,341.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +11.0% | +7.8% | +3.2% | +10.6% |
| 30D | +9.4% | -5.1% | +14.5% | +9.7% |
| 3M | -22.6% | -4.7% | -17.9% | -22.4% |
| 6M | -45.4% | -7.4% | -38.0% | -45.2% |
| YTD | +9.8% | +17.5% | -7.6% | +9.1% |
| 1Y | +8.0% | +19.5% | -11.4% | +7.2% |
| 3Y | +1,149.5% | +121.3% | +1,028.2% | +1,119.4% |
| 5Y | -55.6% | +200.5% | -256.1% | -57.0% |
| 10Y | +34.7% | +281.9% | -247.2% | +29.3% |
| All | +1,272.1% | +3,613.3% | -2,341.2% | +1,054.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling