+488.0%
WULF vs FDS
+10,480.1%
-9,992.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| 3M | -22.6% | +16.3% | -38.9% | -23.6% |
| 6M | -45.4% | +66.2% | -111.6% | -48.0% |
| YTD | +9.8% | +16.2% | -6.4% | +7.4% |
| 1Y | +8.0% | +21.8% | -13.8% | +5.1% |
| 3Y | +1,149.5% | -23.9% | +1,173.4% | +1,169.0% |
| 5Y | -55.6% | -23.1% | -32.5% | -55.0% |
| 10Y | +34.7% | +128.7% | -94.0% | +27.9% |
| All | +488.0% | +10,480.1% | -9,992.1% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling