+258.9%
WULF vs XLP
+574.6%
-315.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.9% | +8.0% | +8.7% |
| 7D | +13.2% | +0.1% | +13.1% | +13.0% |
| 30D | -10.1% | +8.9% | -19.0% | -12.2% |
| 3M | -27.5% | +7.5% | -35.0% | -29.1% |
| 6M | -47.1% | +9.4% | -56.5% | -48.8% |
| YTD | +7.7% | +19.3% | -11.5% | +2.0% |
| 1Y | -11.2% | +21.7% | -32.9% | -16.5% |
| 3Y | +1,217.0% | +44.0% | +1,173.1% | +1,080.1% |
| 5Y | -57.0% | +42.8% | -99.8% | -61.1% |
| 10Y | +32.0% | +128.8% | -96.8% | +8.9% |
| All | +258.9% | +574.6% | -315.7% | +118.7% |
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 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