+39.2%
WULF vs FAST
+546.1%
-506.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +29.4% | +5.0% | +24.4% | +27.7% |
| 30D | -1.3% | +8.6% | -9.8% | -3.6% |
| 3M | -24.1% | +6.9% | -31.1% | -25.7% |
| 6M | -42.8% | +29.6% | -72.4% | -47.3% |
| YTD | +13.5% | +41.4% | -27.9% | +1.9% |
| 1Y | +3.2% | +38.5% | -35.3% | -6.8% |
| 3Y | +1,230.6% | +98.7% | +1,131.9% | +1,014.5% |
| 5Y | -54.1% | +108.0% | -162.2% | -62.8% |
| All | +39.2% | +546.1% | -506.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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