-22.1%
WULF vs FDX
+65.6%
-87.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.6% | -10.2% | -7.7% |
| 7D | -12.8% | +8.1% | -21.0% | -15.2% |
| 30D | -20.9% | +13.9% | -34.8% | -24.6% |
| 3M | -38.0% | +5.5% | -43.6% | -39.7% |
| 6M | -47.5% | +15.1% | -62.6% | -51.0% |
| YTD | +1.8% | +43.2% | -41.4% | -5.4% |
| 1Y | -22.1% | +65.0% | -87.1% | -16.2% |
| All | -22.1% | +65.6% | -87.7% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling