+86.1%
WULF vs FDX
+80.8%
+5.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +7.6% | -2.5% | +10.1% | +8.7% |
| 30D | -8.6% | +3.8% | -12.4% | -10.6% |
| 3M | -37.0% | -1.3% | -35.7% | -36.9% |
| 6M | +7.4% | +5.0% | +2.4% | +1.6% |
| YTD | +43.7% | +39.6% | +4.0% | +32.7% |
| 1Y | +86.1% | +81.1% | +5.0% | +87.2% |
| All | +86.1% | +80.8% | +5.3% | +87.2% |
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