-22.1%
WULF vs XLC
-5.6%
-16.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.5% | -10.1% | -8.4% |
| 7D | -12.8% | +1.8% | -14.6% | -13.6% |
| 30D | -20.9% | -6.0% | -14.9% | -18.1% |
| 3M | -38.0% | -6.0% | -32.0% | -35.9% |
| 6M | -47.5% | -9.1% | -38.4% | -41.7% |
| YTD | +1.8% | -10.0% | +11.9% | +12.7% |
| 1Y | -22.1% | -5.8% | -16.2% | -25.4% |
| All | -22.1% | -5.6% | -16.5% | -25.4% |
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