-12.2%
WULF vs XLP
+22.3%
-34.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.7% |
| 7D | +0.2% | +2.3% | -2.1% | +4.0% |
| 30D | -8.8% | +9.1% | -17.9% | +3.7% |
| 3M | -22.5% | +7.9% | -30.3% | -12.4% |
| 6M | -46.3% | +9.6% | -55.9% | -38.8% |
| YTD | +9.3% | +19.4% | -10.1% | +30.4% |
| 1Y | -12.2% | +22.4% | -34.5% | +6.9% |
| All | -12.2% | +22.3% | -34.5% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling