-24.7%
WULF vs XOP
+158.8%
-183.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +1.4% | +2.6% | -1.2% | -0.2% |
| 30D | -2.6% | +9.6% | -12.2% | -8.2% |
| 3M | -34.0% | +20.4% | -54.3% | -42.0% |
| 6M | +10.0% | +19.9% | -9.9% | -7.0% |
| YTD | +45.7% | +56.4% | -10.7% | +0.5% |
| 1Y | +57.3% | +52.4% | +4.9% | +8.8% |
| 3Y | +878.9% | +39.9% | +839.1% | +632.6% |
| All | -24.7% | +158.8% | -183.6% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling