+385.3%
WULF vs XLY
+1,114.2%
-728.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.3% |
| 7D | +1.4% | -1.7% | +3.1% | +2.2% |
| 30D | -2.6% | -4.2% | +1.6% | -0.7% |
| 3M | -34.0% | -2.7% | -31.3% | -33.4% |
| 6M | +10.0% | -0.6% | +10.6% | +10.8% |
| YTD | +45.7% | -5.0% | +50.7% | +50.3% |
| 1Y | +57.3% | -4.1% | +61.4% | +61.9% |
| 3Y | +878.9% | +33.6% | +845.3% | +833.0% |
| 5Y | -28.3% | +28.7% | -57.0% | -30.5% |
| 10Y | +82.7% | +219.6% | -137.0% | +53.3% |
| All | +385.3% | +1,114.2% | -728.9% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling