+233.6%
WULF vs FE
+564.2%
-330.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +29.4% | -0.3% | +29.7% | +29.4% |
| 30D | -1.3% | +3.9% | -5.2% | -1.7% |
| 3M | -24.1% | -0.1% | -24.0% | -24.2% |
| 6M | -42.8% | +6.1% | -48.9% | -43.2% |
| YTD | +13.5% | +8.1% | +5.4% | +12.5% |
| 1Y | +3.2% | +4.4% | -1.3% | +2.6% |
| 3Y | +1,230.6% | +49.0% | +1,181.6% | +1,167.1% |
| 5Y | -54.1% | +46.1% | -100.2% | -56.3% |
| 10Y | +39.2% | +122.6% | -83.4% | +26.5% |
| All | +233.6% | +564.2% | -330.6% | +225.0% |
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