+86.9%
WULF vs XLP
+102.3%
-15.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | +15.6% | -2.9% | +18.5% | +16.7% |
| 30D | +5.7% | -2.2% | +8.0% | +6.3% |
| 3M | -32.3% | -0.6% | -31.7% | -32.9% |
| 6M | +23.7% | -2.2% | +25.9% | +23.2% |
| YTD | +49.1% | +8.3% | +40.8% | +42.3% |
| 1Y | +66.3% | +5.7% | +60.6% | +60.1% |
| 3Y | +851.7% | +25.7% | +826.0% | +739.5% |
| 5Y | -30.9% | +31.3% | -62.2% | -39.0% |
| 10Y | +86.9% | +106.2% | -19.2% | +51.8% |
| All | +86.9% | +102.3% | -15.4% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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