-26.7%
WULF vs FAST
+108.2%
-134.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.5% |
| 7D | +21.9% | +1.3% | +20.6% | +20.9% |
| 30D | +4.6% | -4.7% | +9.3% | +8.2% |
| 3M | -30.9% | +7.9% | -38.9% | -35.7% |
| 6M | +29.9% | +7.4% | +22.5% | +20.9% |
| YTD | +55.4% | +25.1% | +30.4% | +26.9% |
| 1Y | +94.1% | +4.7% | +89.4% | +81.1% |
| 3Y | +892.2% | +94.7% | +797.5% | +454.1% |
| 5Y | -26.7% | +106.8% | -133.5% | -53.0% |
| All | -26.7% | +108.2% | -134.9% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling