+192.0%
WULF vs XRT
+514.3%
-322.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +7.6% | +0.8% | +6.8% | +7.2% |
| 30D | -8.6% | -4.2% | -4.4% | -7.1% |
| 3M | -37.0% | +5.1% | -42.0% | -38.8% |
| 6M | +7.4% | +2.4% | +5.0% | +6.1% |
| YTD | +43.7% | +3.2% | +40.5% | +41.7% |
| 1Y | +86.1% | +1.5% | +84.6% | +85.1% |
| 3Y | +733.8% | +40.6% | +693.3% | +664.0% |
| 5Y | -33.6% | -1.0% | -32.6% | -34.1% |
| 10Y | +76.1% | +128.4% | -52.4% | +45.9% |
| All | +192.0% | +514.3% | -322.3% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling