-24.7%
WULF vs FDX
+64.3%
-89.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +1.4% | -3.3% | +4.7% | +3.0% |
| 30D | -2.6% | -4.5% | +1.9% | -0.6% |
| 3M | -34.0% | -7.3% | -26.6% | -31.9% |
| 6M | +10.0% | +7.5% | +2.4% | +4.6% |
| YTD | +45.7% | +35.1% | +10.6% | +22.7% |
| 1Y | +57.3% | +71.4% | -14.1% | +15.8% |
| 3Y | +878.9% | +60.8% | +818.1% | +631.4% |
| All | -24.7% | +64.3% | -89.0% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling