-30.9%
WULF vs XLC
+37.9%
-68.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.8% |
| 7D | -0.6% | -1.7% | +1.1% | +2.0% |
| 30D | -3.6% | +0.2% | -3.8% | -4.8% |
| 3M | -30.4% | +0.7% | -31.1% | -33.5% |
| 6M | +12.5% | -4.5% | +16.9% | +19.0% |
| YTD | +40.5% | -4.7% | +45.2% | +48.0% |
| 1Y | +53.0% | -1.5% | +54.5% | +51.8% |
| 3Y | +796.7% | +72.2% | +724.4% | +311.3% |
| 5Y | -30.9% | +39.3% | -70.2% | -65.0% |
| All | -30.9% | +37.9% | -68.8% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling