-45.4%
WULF vs FDS
+57.3%
-102.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.0% |
| 7D | +11.0% | +1.5% | +9.5% | +12.1% |
| 30D | +9.4% | +14.8% | -5.5% | +20.6% |
| 3M | -22.6% | +16.3% | -38.9% | -12.5% |
| 6M | -45.4% | +66.2% | -111.6% | -19.8% |
| All | -45.4% | +57.3% | -102.7% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling