+179.2%
XLE vs WULF
+34.7%
+144.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.1% |
| 7D | +5.4% | +11.0% | -5.6% | +5.1% |
| 30D | -3.9% | +9.4% | -13.3% | -4.4% |
| 3M | +7.0% | -22.6% | +29.6% | +7.4% |
| 6M | +14.2% | -45.4% | +59.6% | +15.5% |
| YTD | +48.2% | +9.8% | +38.3% | +45.5% |
| 1Y | +47.7% | +8.0% | +39.6% | +44.8% |
| 3Y | +70.0% | +1,149.5% | -1,079.5% | +46.3% |
| 5Y | +169.1% | -55.6% | +224.7% | +140.9% |
| All | +179.2% | +34.7% | +144.5% | +131.9% |
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