+417.8%
WULF vs XLB
+813.8%
-396.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.1% | +8.5% |
| 7D | +21.9% | -0.2% | +22.2% | +22.0% |
| 30D | +4.6% | -1.7% | +6.3% | +5.1% |
| 3M | -30.9% | +4.4% | -35.3% | -32.2% |
| 6M | +29.9% | +5.0% | +24.9% | +27.8% |
| YTD | +55.4% | +15.5% | +40.0% | +49.0% |
| 1Y | +94.1% | +14.9% | +79.2% | +86.4% |
| 3Y | +892.2% | +34.5% | +857.7% | +832.6% |
| 5Y | -26.7% | +36.5% | -63.3% | -30.3% |
| 10Y | +94.0% | +159.6% | -65.6% | +66.5% |
| All | +417.8% | +813.8% | -396.0% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling