+185.5%
WULF vs XME
+231.2%
-45.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.7% | -2.1% | -4.7% |
| 7D | -0.6% | -3.0% | +2.5% | +0.4% |
| 30D | -3.6% | -2.6% | -1.0% | -2.7% |
| 3M | -30.4% | +2.2% | -32.6% | -30.6% |
| 6M | +12.5% | +0.7% | +11.8% | +13.5% |
| YTD | +40.5% | +10.9% | +29.6% | +39.4% |
| 1Y | +53.0% | +35.7% | +17.3% | +44.7% |
| 3Y | +796.7% | +127.1% | +669.5% | +675.8% |
| 5Y | -30.9% | +168.5% | -199.3% | -40.8% |
| 10Y | +76.1% | +416.9% | -340.8% | +38.8% |
| All | +185.5% | +231.2% | -45.7% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling