+1,841.8%
WULF vs FDX
+2,818.6%
-976.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.6% | +10.8% | +8.6% |
| 7D | +21.9% | -3.3% | +25.2% | +22.5% |
| 30D | +4.6% | -1.4% | +6.0% | +4.7% |
| 3M | -30.9% | -4.5% | -26.4% | -30.6% |
| 6M | +29.9% | +9.4% | +20.5% | +28.0% |
| YTD | +55.4% | +36.0% | +19.4% | +48.6% |
| 1Y | +94.1% | +75.5% | +18.6% | +78.7% |
| 3Y | +892.2% | +62.8% | +829.4% | +824.6% |
| 5Y | -26.7% | +64.4% | -91.1% | -32.7% |
| 10Y | +94.0% | +175.5% | -81.5% | +65.9% |
| All | +1,841.8% | +2,818.6% | -976.8% | +1,648.3% |
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