-24.7%
WULF vs XHB
+33.0%
-57.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +1.9% |
| 7D | +1.4% | -4.6% | +6.0% | +6.9% |
| 30D | -2.6% | -9.1% | +6.5% | +8.2% |
| 3M | -34.0% | -8.6% | -25.4% | -28.6% |
| 6M | +10.0% | -4.0% | +14.0% | +14.1% |
| YTD | +45.7% | -3.9% | +49.6% | +49.7% |
| 1Y | +57.3% | -16.5% | +73.8% | +89.3% |
| 3Y | +878.9% | +22.6% | +856.4% | +605.7% |
| All | -24.7% | +33.0% | -57.8% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling