-22.1%
WULF vs FBTC
-23.0%
+1.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.8% | -9.5% | -9.3% |
| 7D | -12.8% | -1.8% | -11.1% | -11.3% |
| 30D | -20.9% | -6.6% | -14.3% | -15.1% |
| 3M | -38.0% | +24.5% | -62.6% | -49.5% |
| 6M | -47.5% | -0.2% | -47.3% | -46.7% |
| YTD | +1.8% | -8.7% | +10.5% | +12.2% |
| 1Y | -22.1% | -20.7% | -1.3% | -3.2% |
| All | -22.1% | -23.0% | +1.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 1y: compounded portfolio wealth divided by compounded FBTC 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…
1y analysis · Full analysis span regression · 6 months rolling