+34.1%
WULF vs XLP
+129.0%
-95.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.2% | +2.3% | -2.1% | -0.4% |
| 30D | -8.8% | +9.1% | -17.9% | -11.5% |
| 3M | -22.5% | +7.9% | -30.3% | -24.7% |
| 6M | -46.3% | +9.6% | -55.9% | -48.7% |
| YTD | +9.3% | +19.4% | -10.1% | +0.7% |
| 1Y | -12.2% | +22.4% | -34.5% | -20.1% |
| 3Y | +1,181.6% | +43.2% | +1,138.4% | +973.5% |
| 5Y | -55.4% | +42.6% | -98.0% | -61.9% |
| 10Y | +34.1% | +135.4% | -101.4% | -5.2% |
| All | +34.1% | +129.0% | -95.0% | -5.2% |
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