+52.6%
XOM vs WULF
-22.8%
+75.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.6% | +2.0% | -5.0% |
| 7D | -7.0% | -12.8% | +5.8% | -7.6% |
| 30D | +3.2% | -20.9% | +24.1% | +2.3% |
| 3M | +10.7% | -38.0% | +48.7% | +8.8% |
| 6M | +11.6% | -47.5% | +59.1% | +9.3% |
| YTD | +43.5% | +1.8% | +41.7% | +39.4% |
| 1Y | +52.6% | -22.1% | +74.7% | +47.7% |
| All | +52.6% | -22.8% | +75.4% | +47.7% |
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 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