+176.9%
XLE vs WULF
+76.1%
+100.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.4% |
| 7D | +0.5% | -0.6% | +1.0% | +0.5% |
| 30D | +6.6% | -3.6% | +10.2% | +6.6% |
| 3M | +12.3% | -30.4% | +42.7% | +13.1% |
| 6M | +18.4% | +12.5% | +5.9% | +17.0% |
| YTD | +47.2% | +40.5% | +6.8% | +43.9% |
| 1Y | +50.3% | +53.0% | -2.7% | +45.8% |
| 3Y | +55.3% | +796.7% | -741.4% | +35.3% |
| 5Y | +226.0% | -30.9% | +256.8% | +188.1% |
| All | +176.9% | +76.1% | +100.8% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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