+1,695.0%
WULF vs FAST
+17,569.5%
-15,874.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.7% |
| 7D | +7.6% | -0.4% | +7.9% | +7.6% |
| 30D | -8.6% | -0.8% | -7.9% | -8.6% |
| 3M | -37.0% | +5.8% | -42.7% | -37.3% |
| 6M | +7.4% | +8.0% | -0.6% | +6.6% |
| YTD | +43.7% | +25.6% | +18.1% | +40.7% |
| 1Y | +86.1% | +0.8% | +85.3% | +85.5% |
| 3Y | +733.8% | +86.1% | +647.7% | +696.5% |
| 5Y | -33.6% | +100.2% | -133.8% | -36.9% |
| 10Y | +76.1% | +494.2% | -418.1% | +59.5% |
| All | +1,695.0% | +17,569.5% | -15,874.5% | +1,563.1% |
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 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