-57.0%
WULF vs FAST
+110.9%
-167.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.0% | +5.9% | +6.8% |
| 7D | +13.2% | +3.8% | +9.3% | +10.3% |
| 30D | -10.1% | +8.1% | -18.2% | -15.4% |
| 3M | -27.5% | +5.8% | -33.3% | -30.9% |
| 6M | -47.1% | +24.9% | -71.9% | -56.2% |
| YTD | +7.7% | +38.9% | -31.2% | -19.4% |
| 1Y | -11.2% | +36.5% | -47.7% | -32.7% |
| 3Y | +1,217.0% | +98.1% | +1,118.9% | +614.9% |
| 5Y | -57.0% | +109.3% | -166.3% | -74.7% |
| All | -57.0% | +110.9% | -167.9% | -74.7% |
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