-22.1%
WULF vs XLI
+12.2%
-34.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.1% | -5.5% | -3.9% |
| 7D | -12.8% | +0.6% | -13.4% | -13.9% |
| 30D | -20.9% | -0.4% | -20.5% | -19.4% |
| 3M | -38.0% | -8.8% | -29.2% | -21.1% |
| 6M | -47.5% | -0.4% | -47.1% | -46.2% |
| YTD | +1.8% | +10.1% | -8.3% | -19.0% |
| 1Y | -22.1% | +12.3% | -34.4% | -40.3% |
| All | -22.1% | +12.2% | -34.3% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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