+86.1%
WULF vs FDS
-17.4%
+103.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +0.3% |
| 7D | +7.6% | -1.9% | +9.5% | +6.7% |
| 30D | -8.6% | +9.0% | -17.6% | -4.9% |
| 3M | -37.0% | +18.9% | -55.8% | -31.2% |
| 6M | +7.4% | +35.1% | -27.7% | +22.6% |
| YTD | +43.7% | +5.5% | +38.2% | +60.9% |
| 1Y | +86.1% | -16.8% | +102.9% | +135.2% |
| All | +86.1% | -17.4% | +103.5% | +135.2% |
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