-34.4%
WULF vs XLRE
+11.7%
-46.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.8% | -12.0% | -13.2% |
| 7D | -20.9% | +2.9% | -23.8% | -21.5% |
| 30D | -32.7% | +7.8% | -40.5% | -34.8% |
| 3M | -44.2% | -1.2% | -43.1% | -43.8% |
| 6M | -57.1% | +2.0% | -59.1% | -58.7% |
| YTD | -12.3% | +12.4% | -24.7% | -21.3% |
| 1Y | -34.4% | +12.1% | -46.4% | -40.9% |
| All | -34.4% | +11.7% | -46.1% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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