+12.5%
WULF vs FCEL
+114.1%
-101.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.9% | +0.1% | -4.8% |
| 7D | -0.6% | +6.3% | -6.8% | -1.5% |
| 30D | -3.6% | -18.8% | +15.2% | -0.9% |
| 3M | -30.4% | -3.8% | -26.6% | -29.5% |
| 6M | +12.5% | +121.1% | -108.7% | +1.9% |
| All | +12.5% | +114.1% | -101.7% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling