+13.0%
XOM vs WULF
+13.6%
-0.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | 0.0% |
| 7D | +1.9% | -0.6% | +2.4% | +1.9% |
| 30D | +4.1% | -3.6% | +7.7% | +4.0% |
| 3M | +10.4% | -30.4% | +40.8% | +6.9% |
| 6M | +13.0% | +12.5% | +0.6% | +16.6% |
| All | +13.0% | +13.6% | -0.6% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling