-22.1%
WULF vs XLU
+0.7%
-22.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.1% | -6.9% |
| 7D | -12.8% | +2.6% | -15.5% | -14.8% |
| 30D | -20.9% | +9.1% | -30.0% | -27.7% |
| 3M | -38.0% | -0.4% | -37.6% | -37.6% |
| 6M | -47.5% | -4.7% | -42.9% | -44.8% |
| YTD | +1.8% | +4.3% | -2.5% | -7.6% |
| 1Y | -22.1% | +1.0% | -23.0% | -23.9% |
| All | -22.1% | +0.7% | -22.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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