+1,272.1%
WULF vs FDX
+2,923.4%
-1,651.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.4% |
| 7D | +11.0% | +5.2% | +5.8% | +10.2% |
| 30D | +9.4% | +11.3% | -1.9% | +7.6% |
| 3M | -22.6% | -4.1% | -18.5% | -22.2% |
| 6M | -45.4% | +9.6% | -55.1% | -46.3% |
| YTD | +9.8% | +40.9% | -31.1% | +4.3% |
| 1Y | +8.0% | +53.0% | -45.0% | +1.5% |
| 3Y | +1,149.5% | +74.1% | +1,075.4% | +1,052.5% |
| 5Y | -55.6% | +75.1% | -130.7% | -59.5% |
| 10Y | +34.7% | +156.9% | -122.2% | +15.4% |
| All | +1,272.1% | +2,923.4% | -1,651.3% | +1,127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling