+1,841.8%
WULF vs WMB
+3,946.2%
-2,104.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.3% | +5.9% | +8.1% |
| 7D | +21.9% | +0.8% | +21.1% | +21.9% |
| 30D | +4.6% | +7.7% | -3.1% | +4.2% |
| 3M | -30.9% | +6.7% | -37.6% | -31.2% |
| 6M | +29.9% | +3.6% | +26.3% | +29.6% |
| YTD | +55.4% | +28.0% | +27.4% | +53.6% |
| 1Y | +94.1% | +37.6% | +56.5% | +91.3% |
| 3Y | +892.2% | +149.0% | +743.2% | +862.8% |
| 5Y | -26.7% | +285.3% | -312.1% | -29.6% |
| 10Y | +94.0% | +302.1% | -208.1% | +85.4% |
| All | +1,841.8% | +3,946.2% | -2,104.4% | +1,525.9% |
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