+878.9%
WULF vs FCEL
-62.7%
+941.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.3% |
| 7D | +1.4% | +6.3% | -4.9% | -0.1% |
| 30D | -2.6% | -26.7% | +24.1% | +3.9% |
| 3M | -34.0% | -10.2% | -23.8% | -35.7% |
| 6M | +10.0% | +123.5% | -113.5% | -21.5% |
| YTD | +45.7% | +117.4% | -71.7% | +5.1% |
| 1Y | +57.3% | +146.0% | -88.6% | +6.3% |
| 3Y | +878.9% | -61.9% | +940.8% | +1,032.0% |
| All | +878.9% | -62.7% | +941.6% | +1,032.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling