+732.2%
WULF vs FDS
+9,090.7%
-8,358.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.3% | +12.5% | +8.4% |
| 7D | +21.9% | -5.4% | +27.3% | +22.3% |
| 30D | +4.6% | +1.6% | +3.0% | +4.3% |
| 3M | -30.9% | +17.7% | -48.7% | -32.1% |
| 6M | +29.9% | +29.1% | +0.8% | +26.0% |
| YTD | +55.4% | +1.0% | +54.5% | +53.7% |
| 1Y | +94.1% | -21.6% | +115.8% | +96.3% |
| 3Y | +892.2% | -30.1% | +922.3% | +914.9% |
| 5Y | -26.7% | -20.7% | -6.0% | -25.6% |
| 10Y | +94.0% | +78.3% | +15.7% | +87.4% |
| All | +732.2% | +9,090.7% | -8,358.5% | +637.0% |
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