+878.9%
WULF vs XLU
+47.0%
+831.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +4.0% |
| 7D | +1.4% | -1.6% | +3.0% | +3.1% |
| 30D | -2.6% | -3.3% | +0.7% | +0.8% |
| 3M | -34.0% | -3.2% | -30.8% | -32.3% |
| 6M | +10.0% | -7.0% | +16.9% | +17.4% |
| YTD | +45.7% | +0.6% | +45.1% | +44.3% |
| 1Y | +57.3% | +2.4% | +54.9% | +53.2% |
| 3Y | +878.9% | +46.3% | +832.7% | +573.9% |
| All | +878.9% | +47.0% | +831.9% | +573.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling