+892.2%
WULF vs FE
+48.5%
+843.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.0% |
| 7D | +21.9% | +0.6% | +21.3% | +22.1% |
| 30D | +4.6% | -2.1% | +6.7% | +3.7% |
| 3M | -30.9% | +2.6% | -33.6% | -30.3% |
| 6M | +29.9% | -6.8% | +36.7% | +28.0% |
| YTD | +55.4% | +6.9% | +48.6% | +59.7% |
| 1Y | +94.1% | +11.6% | +82.6% | +103.5% |
| 3Y | +892.2% | +47.7% | +844.5% | +865.9% |
| All | +892.2% | +48.5% | +843.8% | +865.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling