+322.3%
WULF vs FE
+561.4%
-239.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +7.6% | +1.9% | +5.6% | +7.4% |
| 30D | -8.6% | -1.2% | -7.5% | -8.5% |
| 3M | -37.0% | +3.5% | -40.5% | -37.2% |
| 6M | +7.4% | -6.1% | +13.5% | +7.9% |
| YTD | +43.7% | +7.6% | +36.1% | +42.6% |
| 1Y | +86.1% | +11.9% | +74.2% | +84.0% |
| 3Y | +733.8% | +48.4% | +685.4% | +695.1% |
| 5Y | -33.6% | +44.8% | -78.4% | -36.6% |
| 10Y | +76.1% | +115.9% | -39.8% | +60.5% |
| All | +322.3% | +561.4% | -239.1% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling