+88.3%
WULF vs XLC
+145.0%
-56.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.7% |
| 7D | +1.4% | +0.5% | +0.9% | +0.9% |
| 30D | -2.6% | +2.1% | -4.7% | -5.0% |
| 3M | -34.0% | +0.7% | -34.7% | -35.6% |
| 6M | +10.0% | -3.2% | +13.2% | +12.8% |
| YTD | +45.7% | -3.8% | +49.5% | +49.7% |
| 1Y | +57.3% | -2.0% | +59.4% | +58.8% |
| 3Y | +878.9% | +71.4% | +807.6% | +554.1% |
| 5Y | -28.3% | +40.7% | -69.0% | -52.3% |
| All | +88.3% | +145.0% | -56.7% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling