-55.9%
WULF vs FDS
-23.2%
-32.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +11.0% | +1.5% | +9.5% | +10.9% |
| 30D | +9.4% | +14.8% | -5.5% | +7.2% |
| 3M | -22.6% | +16.3% | -38.9% | -24.4% |
| 6M | -45.4% | +66.2% | -111.6% | -53.1% |
| YTD | +9.8% | +16.2% | -6.4% | +8.4% |
| 1Y | +8.0% | +21.8% | -13.8% | +2.6% |
| 3Y | +1,149.5% | -23.9% | +1,173.4% | +1,480.5% |
| All | -55.9% | -23.2% | -32.7% | -49.4% |
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