-30.9%
WULF vs XLB
+32.8%
-63.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -3.6% |
| 7D | -0.6% | -3.5% | +3.0% | +5.9% |
| 30D | -3.6% | -4.7% | +1.0% | +4.3% |
| 3M | -30.4% | +2.7% | -33.1% | -35.9% |
| 6M | +12.5% | +2.6% | +9.9% | +5.1% |
| YTD | +40.5% | +12.8% | +27.6% | +12.2% |
| 1Y | +53.0% | +14.0% | +39.0% | +19.5% |
| 3Y | +796.7% | +31.5% | +765.2% | +483.5% |
| 5Y | -30.9% | +33.4% | -64.3% | -52.6% |
| All | -30.9% | +32.8% | -63.7% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling