+378.7%
WULF vs XLP
+523.7%
-145.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +7.6% | -1.0% | +8.6% | +7.8% |
| 30D | -8.6% | -0.9% | -7.8% | -8.6% |
| 3M | -37.0% | +3.8% | -40.8% | -38.0% |
| 6M | +7.4% | -1.7% | +9.2% | +7.1% |
| YTD | +43.7% | +10.3% | +33.4% | +39.1% |
| 1Y | +86.1% | +7.8% | +78.3% | +81.1% |
| 3Y | +733.8% | +27.2% | +706.6% | +673.7% |
| 5Y | -33.6% | +32.5% | -66.1% | -38.6% |
| 10Y | +76.1% | +101.8% | -25.7% | +49.8% |
| All | +378.7% | +523.7% | -145.0% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling