+8.0%
WULF vs FE
+5.8%
+2.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -2.7% |
| 7D | +11.0% | +1.2% | +9.8% | +11.6% |
| 30D | +9.4% | +4.5% | +4.8% | +11.4% |
| 3M | -22.6% | +1.3% | -24.0% | -22.0% |
| 6M | -45.4% | +8.7% | -54.1% | -44.5% |
| YTD | +9.8% | +9.2% | +0.6% | +17.2% |
| 1Y | +8.0% | +7.0% | +1.1% | +19.6% |
| All | +8.0% | +5.8% | +2.2% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling