-22.1%
WULF vs XHB
+5.8%
-27.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.4% | -12.1% | -10.0% |
| 7D | -12.8% | +9.7% | -22.6% | -19.2% |
| 30D | -20.9% | +11.7% | -32.5% | -28.0% |
| 3M | -38.0% | -1.4% | -36.7% | -37.5% |
| 6M | -47.5% | +6.8% | -54.3% | -51.5% |
| YTD | +1.8% | +5.5% | -3.7% | -6.9% |
| 1Y | -22.1% | +5.1% | -27.2% | -29.2% |
| All | -22.1% | +5.8% | -27.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling