+878.9%
WULF vs XME
+122.1%
+756.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +5.1% |
| 7D | +1.4% | -4.2% | +5.6% | +7.8% |
| 30D | -2.6% | -2.7% | +0.1% | +1.0% |
| 3M | -34.0% | -3.9% | -30.0% | -30.9% |
| 6M | +10.0% | -1.0% | +11.0% | +10.6% |
| YTD | +45.7% | +9.8% | +35.9% | +28.3% |
| 1Y | +57.3% | +32.5% | +24.8% | +2.1% |
| 3Y | +878.9% | +124.3% | +754.6% | +178.3% |
| All | +878.9% | +122.1% | +756.9% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling