+227.7%
XLE vs WULF
-29.7%
+257.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.9% |
| 7D | +0.3% | +15.6% | -15.3% | -0.1% |
| 30D | +8.5% | +5.7% | +2.8% | +8.3% |
| 3M | +14.6% | -32.3% | +46.9% | +15.5% |
| 6M | +17.6% | +23.7% | -6.1% | +15.9% |
| YTD | +48.1% | +49.1% | -1.0% | +44.6% |
| 1Y | +53.8% | +66.3% | -12.5% | +49.0% |
| 3Y | +56.2% | +851.7% | -795.5% | +36.7% |
| 5Y | +227.7% | -30.9% | +258.7% | +178.1% |
| All | +227.7% | -29.7% | +257.4% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling