+86.1%
WULF vs XRT
+3.4%
+82.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.9% |
| 7D | +7.6% | +0.8% | +6.8% | +6.9% |
| 30D | -8.6% | -4.2% | -4.4% | -5.3% |
| 3M | -37.0% | +5.1% | -42.0% | -42.6% |
| 6M | +7.4% | +2.4% | +5.0% | +0.7% |
| YTD | +43.7% | +3.2% | +40.5% | +34.3% |
| 1Y | +86.1% | +1.5% | +84.6% | +71.5% |
| All | +86.1% | +3.4% | +82.8% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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