+82.7%
WULF vs XLB
+163.8%
-81.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | +1.4% | -2.8% | +4.2% | +3.9% |
| 30D | -2.6% | -3.1% | +0.5% | -0.1% |
| 3M | -34.0% | -0.2% | -33.8% | -34.7% |
| 6M | +10.0% | +3.1% | +6.9% | +7.0% |
| YTD | +45.7% | +13.3% | +32.4% | +32.5% |
| 1Y | +57.3% | +12.0% | +45.3% | +44.5% |
| 3Y | +878.9% | +31.4% | +847.5% | +741.5% |
| 5Y | -28.3% | +33.9% | -62.2% | -37.7% |
| All | +82.7% | +163.8% | -81.2% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling