-24.7%
WULF vs XLI
+80.9%
-105.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +1.4% |
| 7D | +1.4% | -1.7% | +3.0% | +5.1% |
| 30D | -2.6% | -7.3% | +4.7% | +14.7% |
| 3M | -34.0% | -1.3% | -32.6% | -31.9% |
| 6M | +10.0% | +2.2% | +7.8% | +8.2% |
| YTD | +45.7% | +11.7% | +34.0% | +20.6% |
| 1Y | +57.3% | +14.3% | +43.1% | +24.0% |
| 3Y | +878.9% | +70.3% | +808.6% | +311.8% |
| All | -24.7% | +80.9% | -105.7% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling