+396.6%
WULF vs XLI
+1,097.3%
-700.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.4% |
| 7D | +15.6% | -0.6% | +16.2% | +15.9% |
| 30D | +5.7% | -6.9% | +12.7% | +9.2% |
| 3M | -32.3% | -1.9% | -30.4% | -31.4% |
| 6M | +23.7% | +1.0% | +22.7% | +24.7% |
| YTD | +49.1% | +11.3% | +37.8% | +45.2% |
| 1Y | +66.3% | +15.8% | +50.5% | +59.8% |
| 3Y | +851.7% | +69.8% | +781.9% | +734.7% |
| 5Y | -30.9% | +80.9% | -111.8% | -39.8% |
| 10Y | +86.9% | +257.2% | -170.3% | +42.5% |
| All | +396.6% | +1,097.3% | -700.6% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling