+86.9%
WULF vs FAST
+506.2%
-419.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | +15.6% | +1.8% | +13.8% | +15.1% |
| 30D | +5.7% | -6.4% | +12.2% | +7.7% |
| 3M | -32.3% | +5.3% | -37.6% | -33.6% |
| 6M | +23.7% | +5.4% | +18.3% | +21.3% |
| YTD | +49.1% | +23.6% | +25.5% | +39.5% |
| 1Y | +66.3% | +4.1% | +62.2% | +62.7% |
| 3Y | +851.7% | +92.4% | +759.3% | +717.0% |
| 5Y | -30.9% | +106.1% | -137.0% | -41.3% |
| 10Y | +86.9% | +524.1% | -437.2% | +60.1% |
| All | +86.9% | +506.2% | -419.2% | +60.1% |
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