+177.0%
WULF vs XYL
+459.9%
-282.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.6% |
| 7D | +15.6% | +0.8% | +14.7% | +15.3% |
| 30D | +5.7% | -10.8% | +16.6% | +10.9% |
| 3M | -32.3% | -2.5% | -29.7% | -32.3% |
| 6M | +23.7% | -12.2% | +35.9% | +30.0% |
| YTD | +49.1% | -20.1% | +69.2% | +62.3% |
| 1Y | +66.3% | -20.6% | +87.0% | +81.7% |
| 3Y | +851.7% | +17.3% | +834.3% | +825.4% |
| 5Y | -30.9% | -14.5% | -16.4% | -29.3% |
| 10Y | +86.9% | +150.2% | -63.3% | +76.8% |
| All | +177.0% | +459.9% | -282.9% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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