-26.7%
WULF vs XLP
+33.4%
-60.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.8% | +8.5% |
| 7D | +21.9% | -1.4% | +23.4% | +22.7% |
| 30D | +4.6% | -1.3% | +5.9% | +4.8% |
| 3M | -30.9% | +1.8% | -32.8% | -33.2% |
| 6M | +29.9% | -0.8% | +30.7% | +27.8% |
| YTD | +55.4% | +9.5% | +45.9% | +41.3% |
| 1Y | +94.1% | +7.2% | +87.0% | +79.2% |
| 3Y | +892.2% | +27.1% | +865.1% | +637.3% |
| 5Y | -26.7% | +32.0% | -58.8% | -42.4% |
| All | -26.7% | +33.4% | -60.1% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling