-22.1%
WULF vs FERG
+3.8%
-25.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.7% | -9.3% | -8.7% |
| 7D | -12.8% | +7.7% | -20.5% | -18.3% |
| 30D | -20.9% | +11.5% | -32.4% | -28.0% |
| 3M | -38.0% | -2.4% | -35.7% | -37.5% |
| 6M | -47.5% | -4.0% | -43.5% | -45.6% |
| YTD | +1.8% | +13.4% | -11.5% | -5.9% |
| 1Y | -22.1% | +3.1% | -25.1% | -25.7% |
| All | -22.1% | +3.8% | -25.8% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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