+1,654.8%
WULF vs XEL
+1,457.1%
+197.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.7% |
| 7D | -0.6% | -1.2% | +0.7% | -0.5% |
| 30D | -3.6% | -2.9% | -0.7% | -3.5% |
| 3M | -30.4% | -2.7% | -27.7% | -30.3% |
| 6M | +12.5% | -6.5% | +19.0% | +12.9% |
| YTD | +40.5% | +3.6% | +36.8% | +40.2% |
| 1Y | +53.0% | +7.5% | +45.5% | +52.3% |
| 3Y | +796.7% | +46.3% | +750.3% | +774.6% |
| 5Y | -30.9% | +30.5% | -61.4% | -32.3% |
| 10Y | +76.1% | +151.4% | -75.3% | +67.3% |
| All | +1,654.8% | +1,457.1% | +197.6% | +1,302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling