-22.1%
WULF vs XOP
+45.9%
-67.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.4% | -0.2% | -8.9% |
| 7D | -12.8% | -10.5% | -2.3% | -16.4% |
| 30D | -20.9% | -4.3% | -16.5% | -21.7% |
| 3M | -38.0% | +4.7% | -42.7% | -36.2% |
| 6M | -47.5% | -0.1% | -47.4% | -46.0% |
| YTD | +1.8% | +43.8% | -42.0% | -4.2% |
| 1Y | -22.1% | +45.3% | -67.3% | -25.9% |
| All | -22.1% | +45.9% | -67.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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