+1,654.8%
WULF vs FCEL
-99.8%
+1,754.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.9% | +0.1% | -5.4% |
| 7D | -0.6% | +6.3% | -6.8% | -0.9% |
| 30D | -3.6% | -18.8% | +15.2% | -2.6% |
| 3M | -30.4% | -3.8% | -26.6% | -30.9% |
| 6M | +12.5% | +121.1% | -108.7% | +4.9% |
| YTD | +40.5% | +113.3% | -72.8% | +31.5% |
| 1Y | +53.0% | +173.5% | -120.5% | +40.6% |
| 3Y | +796.7% | -63.9% | +860.6% | +780.7% |
| 5Y | -30.9% | -90.7% | +59.8% | -29.7% |
| 10Y | +76.1% | -99.2% | +175.3% | +79.8% |
| All | +1,654.8% | -99.8% | +1,754.6% | +1,777.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling