+222.8%
WULF vs FE
+571.3%
-348.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | +11.0% | +1.2% | +9.8% | +10.9% |
| 30D | +9.4% | +4.5% | +4.8% | +8.9% |
| 3M | -22.6% | +1.3% | -24.0% | -22.7% |
| 6M | -45.4% | +8.7% | -54.1% | -45.9% |
| YTD | +9.8% | +9.2% | +0.6% | +8.8% |
| 1Y | +8.0% | +7.0% | +1.1% | +7.2% |
| 3Y | +1,149.5% | +51.4% | +1,098.1% | +1,088.1% |
| 5Y | -55.6% | +47.7% | -103.3% | -57.7% |
| 10Y | +34.7% | +125.0% | -90.3% | +22.3% |
| All | +222.8% | +571.3% | -348.5% | +214.2% |
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 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