+1,217.0%
WULF vs XLP
+43.2%
+1,173.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.9% | +8.0% | +9.3% |
| 7D | +13.2% | +0.1% | +13.1% | +13.5% |
| 30D | -10.1% | +8.9% | -19.0% | -7.3% |
| 3M | -27.5% | +7.5% | -35.0% | -25.3% |
| 6M | -47.1% | +9.4% | -56.5% | -45.9% |
| YTD | +7.7% | +19.3% | -11.5% | +7.0% |
| 1Y | -11.2% | +21.7% | -32.9% | -12.6% |
| 3Y | +1,217.0% | +44.0% | +1,173.1% | +928.7% |
| All | +1,217.0% | +43.2% | +1,173.8% | +928.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling