+184.7%
WULF vs FANG
+1,412.9%
-1,228.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | +2.9% | -1.5% | +0.9% |
| 30D | -2.6% | +2.6% | -5.2% | -3.1% |
| 3M | -34.0% | +7.6% | -41.5% | -35.0% |
| 6M | +10.0% | +17.3% | -7.3% | +6.0% |
| YTD | +45.7% | +38.7% | +7.0% | +36.0% |
| 1Y | +57.3% | +51.6% | +5.7% | +43.9% |
| 3Y | +878.9% | +50.0% | +829.0% | +807.9% |
| 5Y | -28.3% | +237.6% | -265.9% | -37.9% |
| 10Y | +82.7% | +180.7% | -98.0% | +60.0% |
| All | +184.7% | +1,412.9% | -1,228.2% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling