-22.1%
WULF vs FCEL
+32.6%
-54.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.0% | -0.6% | -5.0% |
| 7D | -12.8% | -14.9% | +2.0% | -8.7% |
| 30D | -20.9% | -41.7% | +20.8% | -9.1% |
| 3M | -38.0% | -53.2% | +15.1% | -26.0% |
| 6M | -47.5% | -19.0% | -28.5% | -48.7% |
| YTD | +1.8% | +44.2% | -42.4% | -23.8% |
| 1Y | -22.1% | +42.4% | -64.5% | -43.6% |
| All | -22.1% | +32.6% | -54.6% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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