-22.1%
WULF vs FDS
+31.1%
-53.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.9% | -9.5% | -5.0% |
| 7D | -12.8% | +9.4% | -22.3% | -8.0% |
| 30D | -20.9% | +23.8% | -44.7% | -11.0% |
| 3M | -38.0% | +25.1% | -63.2% | -28.9% |
| 6M | -47.5% | +53.8% | -101.3% | -32.0% |
| YTD | +1.8% | +19.6% | -17.7% | +15.1% |
| 1Y | -22.1% | +31.6% | -53.7% | -3.6% |
| All | -22.1% | +31.1% | -53.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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