-26.6%
WULF vs FDS
-23.7%
-3.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.6% |
| 7D | +15.6% | -8.8% | +24.4% | +17.0% |
| 30D | +5.7% | -1.4% | +7.1% | +5.7% |
| 3M | -32.3% | +13.9% | -46.2% | -35.3% |
| 6M | +23.7% | +27.4% | -3.7% | +10.9% |
| YTD | +49.1% | -2.5% | +51.5% | +50.7% |
| 1Y | +66.3% | -23.8% | +90.1% | +94.6% |
| 3Y | +851.7% | -32.5% | +884.2% | +1,082.9% |
| All | -26.6% | -23.7% | -3.0% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling