+1,246.0%
WULF vs FAST
+19,438.6%
-18,192.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.0% | +5.9% | +8.6% |
| 7D | +13.2% | +3.8% | +9.3% | +12.8% |
| 30D | -10.1% | +8.1% | -18.2% | -10.7% |
| 3M | -27.5% | +5.8% | -33.3% | -27.9% |
| 6M | -47.1% | +24.9% | -71.9% | -48.2% |
| YTD | +7.7% | +38.9% | -31.2% | +4.5% |
| 1Y | -11.2% | +36.5% | -47.7% | -13.7% |
| 3Y | +1,217.0% | +98.1% | +1,118.9% | +1,149.1% |
| 5Y | -57.0% | +109.3% | -166.3% | -59.5% |
| 10Y | +32.0% | +547.9% | -515.9% | +18.6% |
| All | +1,246.0% | +19,438.6% | -18,192.6% | +1,135.5% |
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