-34.4%
WULF vs FANG
+32.1%
-66.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.8% | -12.0% | -14.4% |
| 7D | -20.9% | -13.0% | -7.9% | -24.5% |
| 30D | -32.7% | -2.9% | -29.7% | -32.9% |
| 3M | -44.2% | -3.0% | -41.2% | -44.5% |
| 6M | -57.1% | -11.9% | -45.1% | -58.5% |
| YTD | -12.3% | +21.5% | -33.8% | -14.8% |
| 1Y | -34.4% | +34.0% | -68.3% | -31.5% |
| All | -34.4% | +32.1% | -66.5% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling