+84.6%
FCX vs WULF
+796.7%
-712.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.8% | -0.8% | -5.9% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | +3.4% | -3.6% | +7.0% | +3.6% |
| 3M | +15.0% | -30.4% | +45.4% | +18.9% |
| 6M | +14.6% | +12.5% | +2.2% | +12.2% |
| YTD | +41.2% | +40.5% | +0.7% | +34.7% |
| 1Y | +60.4% | +53.0% | +7.4% | +50.2% |
| All | +84.6% | +796.7% | -712.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling