+9.1%
XLF vs WULF
+83.4%
-74.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | 0.0% | +7.6% | -7.6% | -0.2% |
| 30D | +0.2% | -8.6% | +8.8% | +0.3% |
| 3M | +11.7% | -37.0% | +48.7% | +12.9% |
| 6M | +13.8% | +7.4% | +6.4% | +12.1% |
| YTD | +7.0% | +43.7% | -36.7% | +3.9% |
| 1Y | +9.1% | +86.1% | -77.0% | +5.2% |
| All | +9.1% | +83.4% | -74.3% | +5.2% |
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 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