-12.2%
WULF vs FAST
+36.9%
-49.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.2% | +4.8% | -4.6% | -0.3% |
| 30D | -8.8% | +8.6% | -17.4% | -9.9% |
| 3M | -22.5% | +5.7% | -28.2% | -23.2% |
| 6M | -46.3% | +25.5% | -71.8% | -49.9% |
| YTD | +9.3% | +39.6% | -30.3% | -5.7% |
| 1Y | -12.2% | +35.5% | -47.7% | -23.6% |
| All | -12.2% | +36.9% | -49.0% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling