+82.7%
WULF vs XRT
+128.2%
-45.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +2.8% |
| 7D | +1.4% | -3.2% | +4.6% | +3.5% |
| 30D | -2.6% | -4.5% | +1.9% | 0.0% |
| 3M | -34.0% | -3.1% | -30.9% | -33.5% |
| 6M | +10.0% | +4.2% | +5.8% | +6.3% |
| YTD | +45.7% | -0.1% | +45.8% | +45.4% |
| 1Y | +57.3% | -3.0% | +60.4% | +60.4% |
| 3Y | +878.9% | +41.8% | +837.2% | +755.5% |
| 5Y | -28.3% | -1.3% | -27.0% | -33.9% |
| All | +82.7% | +128.2% | -45.5% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling