+47.7%
XLE vs WULF
+3.7%
+44.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +0.9% |
| 7D | +5.4% | +11.0% | -5.6% | +5.6% |
| 30D | -3.9% | +9.4% | -13.3% | -3.6% |
| 3M | +7.0% | -22.6% | +29.6% | +6.6% |
| 6M | +14.2% | -45.4% | +59.6% | +13.2% |
| YTD | +48.2% | +9.8% | +38.3% | +43.4% |
| 1Y | +47.7% | +8.0% | +39.6% | +42.3% |
| All | +47.7% | +3.7% | +44.0% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling