-22.1%
WULF vs XPO
+38.8%
-60.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -5.7% |
| 7D | -12.8% | +3.5% | -16.3% | -14.7% |
| 30D | -20.9% | +2.8% | -23.7% | -22.5% |
| 3M | -38.0% | -7.5% | -30.5% | -35.3% |
| 6M | -47.5% | -5.9% | -41.6% | -45.9% |
| YTD | +1.8% | +38.4% | -36.5% | -22.5% |
| 1Y | -22.1% | +33.7% | -55.8% | -38.3% |
| All | -22.1% | +38.8% | -60.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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