+66.3%
WULF vs XLP
+6.1%
+60.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -5.0% |
| 7D | +15.6% | -2.9% | +18.5% | +13.1% |
| 30D | +5.7% | -2.2% | +8.0% | +4.2% |
| 3M | -32.3% | -0.6% | -31.7% | -33.3% |
| 6M | +23.7% | -2.2% | +25.9% | +21.7% |
| YTD | +49.1% | +8.3% | +40.8% | +44.9% |
| 1Y | +66.3% | +5.7% | +60.6% | +68.2% |
| All | +66.3% | +6.1% | +60.2% | +68.2% |
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 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