+203.0%
WULF vs XOP
+87.1%
+115.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | +15.6% | +1.0% | +14.6% | +15.4% |
| 30D | +5.7% | +10.8% | -5.1% | +3.4% |
| 3M | -32.3% | +19.5% | -51.7% | -35.2% |
| 6M | +23.7% | +21.6% | +2.1% | +16.8% |
| YTD | +49.1% | +55.8% | -6.7% | +33.1% |
| 1Y | +66.3% | +54.6% | +11.7% | +48.1% |
| 3Y | +851.7% | +36.6% | +815.0% | +782.5% |
| 5Y | -30.9% | +160.6% | -191.6% | -41.4% |
| 10Y | +86.9% | +56.2% | +30.7% | +59.5% |
| All | +203.0% | +87.1% | +115.9% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling