+878.9%
WULF vs XEL
+46.5%
+832.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -2.6% | -3.9% | +1.3% | -2.4% |
| 3M | -34.0% | -2.8% | -31.2% | -33.9% |
| 6M | +10.0% | -5.4% | +15.4% | +10.2% |
| YTD | +45.7% | +3.8% | +41.9% | +46.0% |
| 1Y | +57.3% | +6.8% | +50.5% | +57.9% |
| 3Y | +878.9% | +45.6% | +833.4% | +873.8% |
| All | +878.9% | +46.5% | +832.5% | +873.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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