+14.7%
XLF vs WULF
-22.8%
+37.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.6% | +10.1% | +3.6% |
| 7D | +5.5% | -12.8% | +18.3% | +5.7% |
| 30D | +9.9% | -20.9% | +30.8% | +10.2% |
| 3M | +2.6% | -38.0% | +40.7% | +3.4% |
| 6M | +15.6% | -47.5% | +63.1% | +16.4% |
| YTD | +9.4% | +1.8% | +7.6% | +7.1% |
| 1Y | +14.7% | -22.1% | +36.8% | +13.1% |
| All | +14.7% | -22.8% | +37.5% | +13.1% |
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 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