+1,075.1%
FCX vs WULF
+796.2%
+278.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.2% | -2.8% | +4.8% |
| 7D | +5.7% | +21.9% | -16.2% | +4.4% |
| 30D | +10.1% | +4.6% | +5.5% | +9.6% |
| 3M | +20.2% | -30.9% | +51.1% | +22.4% |
| 6M | +29.7% | +29.9% | -0.2% | +27.0% |
| YTD | +51.9% | +55.4% | -3.5% | +46.9% |
| 1Y | +66.0% | +94.1% | -28.2% | +57.5% |
| 3Y | +102.7% | +892.2% | -789.5% | +65.1% |
| 5Y | +138.9% | -26.7% | +165.6% | +99.0% |
| 10Y | +701.1% | +94.0% | +607.1% | +521.8% |
| All | +1,075.1% | +796.2% | +278.9% | +794.5% |
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