+843.9%
WULF vs FDX
+60.4%
+783.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.3% |
| 7D | -0.6% | -3.9% | +3.3% | +1.7% |
| 30D | -3.6% | -3.3% | -0.3% | -2.1% |
| 3M | -30.4% | -2.0% | -28.4% | -30.4% |
| 6M | +12.5% | +8.0% | +4.4% | +5.4% |
| YTD | +40.5% | +35.0% | +5.5% | +14.5% |
| 1Y | +53.0% | +73.7% | -20.7% | +4.9% |
| All | +843.9% | +60.4% | +783.4% | +529.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling