+612.2%
FCX vs WULF
+82.7%
+529.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.5% |
| 7D | -2.3% | +1.4% | -3.7% | -2.4% |
| 30D | +2.7% | -2.6% | +5.3% | +2.8% |
| 3M | +7.4% | -34.0% | +41.4% | +10.5% |
| 6M | +16.0% | +10.0% | +6.0% | +14.3% |
| YTD | +40.9% | +45.7% | -4.8% | +35.5% |
| 1Y | +56.4% | +57.3% | -0.9% | +48.4% |
| 3Y | +84.2% | +878.9% | -794.7% | +40.1% |
| 5Y | +114.6% | -28.3% | +142.9% | +66.5% |
| All | +612.2% | +82.7% | +529.5% | +432.3% |
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