+2,926.8%
XOM vs WULF
+1,654.8%
+1,272.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +0.7% |
| 7D | +1.9% | -0.6% | +2.4% | +1.9% |
| 30D | +4.1% | -3.6% | +7.7% | +4.1% |
| 3M | +10.4% | -30.4% | +40.8% | +10.9% |
| 6M | +13.0% | +12.5% | +0.6% | +12.2% |
| YTD | +40.1% | +40.5% | -0.4% | +38.1% |
| 1Y | +51.1% | +53.0% | -1.9% | +48.4% |
| 3Y | +57.7% | +796.7% | -738.9% | +44.9% |
| 5Y | +264.7% | -30.9% | +295.6% | +237.4% |
| 10Y | +193.1% | +76.1% | +117.0% | +161.3% |
| All | +2,926.8% | +1,654.8% | +1,272.0% | +2,431.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling