+39.2%
WULF vs XLP
+135.7%
-96.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +29.4% | -0.2% | +29.6% | +29.4% |
| 30D | -1.3% | +8.2% | -9.4% | -3.9% |
| 3M | -24.1% | +7.7% | -31.9% | -26.3% |
| 6M | -42.8% | +9.3% | -52.1% | -45.3% |
| YTD | +13.5% | +19.5% | -6.0% | +4.6% |
| 1Y | +3.2% | +21.0% | -17.8% | -5.6% |
| 3Y | +1,230.6% | +43.2% | +1,187.4% | +1,014.5% |
| 5Y | -54.1% | +42.7% | -96.8% | -60.8% |
| All | +39.2% | +135.7% | -96.6% | -2.5% |
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