+166.5%
XLE vs WULF
-55.4%
+221.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.6% |
| 7D | +4.4% | +29.4% | -25.0% | +3.6% |
| 30D | -4.3% | -1.3% | -3.0% | -4.4% |
| 3M | +6.0% | -24.1% | +30.2% | +6.5% |
| 6M | +13.2% | -42.8% | +56.0% | +14.2% |
| YTD | +46.7% | +13.5% | +33.2% | +44.0% |
| 1Y | +46.6% | +3.2% | +43.5% | +44.1% |
| 3Y | +69.6% | +1,230.6% | -1,161.0% | +46.7% |
| 5Y | +166.5% | -54.1% | +220.6% | +127.2% |
| All | +166.5% | -55.4% | +221.9% | +127.2% |
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 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