+82.7%
WULF vs XLI
+260.4%
-177.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +2.7% |
| 7D | +1.4% | -1.7% | +3.0% | +3.1% |
| 30D | -2.6% | -7.3% | +4.7% | +4.9% |
| 3M | -34.0% | -1.3% | -32.6% | -32.7% |
| 6M | +10.0% | +2.2% | +7.8% | +10.4% |
| YTD | +45.7% | +11.7% | +34.0% | +36.5% |
| 1Y | +57.3% | +14.3% | +43.1% | +44.9% |
| 3Y | +878.9% | +70.3% | +808.6% | +630.1% |
| 5Y | -28.3% | +82.3% | -110.6% | -48.1% |
| All | +82.7% | +260.4% | -177.7% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling