+82.7%
WULF vs FE
+114.2%
-31.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | -2.6% | -1.9% | -0.7% | -2.5% |
| 3M | -34.0% | -0.2% | -33.8% | -34.0% |
| 6M | +10.0% | -7.1% | +17.1% | +10.6% |
| YTD | +45.7% | +6.1% | +39.6% | +44.8% |
| 1Y | +57.3% | +10.1% | +47.3% | +55.9% |
| 3Y | +878.9% | +46.9% | +832.1% | +824.8% |
| 5Y | -28.3% | +50.0% | -78.3% | -32.4% |
| All | +82.7% | +114.2% | -31.6% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling