+1,352.5%
WULF vs FAST
+19,768.0%
-18,415.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +6.3% |
| 7D | +14.2% | +4.3% | +9.9% | +13.8% |
| 30D | -0.1% | +8.3% | -8.4% | -0.8% |
| 3M | -20.2% | +6.5% | -26.7% | -20.7% |
| 6M | -42.8% | +29.5% | -72.3% | -44.2% |
| YTD | +16.3% | +41.3% | -25.0% | +12.6% |
| 1Y | +8.0% | +37.4% | -29.4% | +4.9% |
| 3Y | +1,263.3% | +98.5% | +1,164.7% | +1,192.3% |
| 5Y | -53.5% | +111.1% | -164.6% | -56.2% |
| 10Y | +42.6% | +548.6% | -506.0% | +28.0% |
| All | +1,352.5% | +19,768.0% | -18,415.5% | +1,231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling