+248.8%
XLF vs WULF
+82.7%
+166.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.5% |
| 7D | -1.5% | +1.4% | -2.9% | -1.5% |
| 30D | -1.2% | -2.6% | +1.5% | -1.2% |
| 3M | +9.2% | -34.0% | +43.1% | +10.3% |
| 6M | +16.3% | +10.0% | +6.3% | +15.1% |
| YTD | +5.4% | +45.7% | -40.3% | +3.0% |
| 1Y | +7.6% | +57.3% | -49.7% | +4.4% |
| 3Y | +74.2% | +878.9% | -804.7% | +52.0% |
| 5Y | +66.1% | -28.3% | +94.4% | +46.8% |
| All | +248.8% | +82.7% | +166.2% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling