+82.7%
WULF vs FDS
+64.8%
+17.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | +1.4% | -14.0% | +15.4% | +2.8% |
| 30D | -2.6% | -6.2% | +3.6% | -2.2% |
| 3M | -34.0% | +10.2% | -44.1% | -35.6% |
| 6M | +10.0% | +27.4% | -17.5% | +2.7% |
| YTD | +45.7% | -9.3% | +55.0% | +46.1% |
| 1Y | +57.3% | -28.6% | +86.0% | +67.4% |
| 3Y | +878.9% | -36.8% | +915.8% | +976.8% |
| 5Y | -28.3% | -28.6% | +0.3% | -22.1% |
| All | +82.7% | +64.8% | +17.9% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling