+82.7%
WULF vs XME
+421.4%
-338.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.4% |
| 7D | +1.4% | -4.2% | +5.6% | +4.4% |
| 30D | -2.6% | -2.7% | +0.1% | -0.7% |
| 3M | -34.0% | -3.9% | -30.0% | -32.1% |
| 6M | +10.0% | -1.0% | +11.0% | +12.4% |
| YTD | +45.7% | +9.8% | +35.9% | +42.6% |
| 1Y | +57.3% | +32.5% | +24.8% | +39.1% |
| 3Y | +878.9% | +124.3% | +754.6% | +599.1% |
| 5Y | -28.3% | +165.8% | -194.1% | -49.5% |
| All | +82.7% | +421.4% | -338.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling