+901.8%
WULF vs FDS
-32.7%
+934.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -4.4% |
| 7D | +15.6% | -8.8% | +24.4% | +14.7% |
| 30D | +5.7% | -1.4% | +7.1% | +5.8% |
| 3M | -32.3% | +13.9% | -46.2% | -32.2% |
| 6M | +23.7% | +27.4% | -3.7% | +20.8% |
| YTD | +49.1% | -2.5% | +51.5% | +59.5% |
| 1Y | +66.3% | -23.8% | +90.1% | +105.6% |
| All | +901.8% | -32.7% | +934.5% | +1,130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling