+86.1%
WULF vs XLC
0.0%
+86.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | +7.6% | -0.8% | +8.4% | +8.0% |
| 30D | -8.6% | +1.0% | -9.7% | -9.3% |
| 3M | -37.0% | -0.7% | -36.3% | -35.6% |
| 6M | +7.4% | -5.1% | +12.6% | +14.4% |
| YTD | +43.7% | -4.3% | +48.0% | +51.7% |
| 1Y | +86.1% | -0.6% | +86.7% | +85.1% |
| All | +86.1% | 0.0% | +86.2% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling