-24.7%
WULF vs XPO
+261.3%
-286.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -5.7% | +7.0% | +5.1% |
| 30D | -2.6% | -12.8% | +10.2% | +6.0% |
| 3M | -34.0% | -20.0% | -14.0% | -24.9% |
| 6M | +10.0% | -6.0% | +16.0% | +13.1% |
| YTD | +45.7% | +34.0% | +11.6% | +18.2% |
| 1Y | +57.3% | +35.6% | +21.8% | +24.9% |
| 3Y | +878.9% | +152.3% | +726.7% | +401.2% |
| All | -24.7% | +261.3% | -286.0% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling