+201.0%
WULF vs XHB
+163.2%
+37.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.6% |
| 7D | +15.6% | -1.9% | +17.5% | +16.2% |
| 30D | +5.7% | -8.3% | +14.1% | +8.4% |
| 3M | -32.3% | -7.1% | -25.1% | -31.0% |
| 6M | +23.7% | -5.3% | +28.9% | +26.0% |
| YTD | +49.1% | -3.2% | +52.3% | +51.1% |
| 1Y | +66.3% | -13.9% | +80.2% | +73.9% |
| 3Y | +851.7% | +24.9% | +826.8% | +825.1% |
| 5Y | -30.9% | +34.5% | -65.4% | -34.0% |
| 10Y | +86.9% | +215.5% | -128.5% | +64.6% |
| All | +201.0% | +163.2% | +37.8% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling