+86.1%
WULF vs XLY
-0.5%
+86.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +3.4% |
| 7D | +7.6% | -2.0% | +9.5% | +10.3% |
| 30D | -8.6% | -3.1% | -5.5% | -5.4% |
| 3M | -37.0% | -1.8% | -35.2% | -35.9% |
| 6M | +7.4% | -0.9% | +8.3% | +8.0% |
| YTD | +43.7% | -3.4% | +47.1% | +49.4% |
| 1Y | +86.1% | -1.5% | +87.6% | +92.0% |
| All | +86.1% | -0.5% | +86.6% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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