-24.7%
WULF vs FERG
+67.5%
-92.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.1% |
| 7D | +1.4% | -2.6% | +4.0% | +3.8% |
| 30D | -2.6% | -8.9% | +6.3% | +5.4% |
| 3M | -34.0% | -2.0% | -31.9% | -34.0% |
| 6M | +10.0% | -3.2% | +13.2% | +11.6% |
| YTD | +45.7% | +1.5% | +44.2% | +43.7% |
| 1Y | +57.3% | +0.5% | +56.9% | +53.9% |
| 3Y | +878.9% | +50.4% | +828.5% | +527.2% |
| All | -24.7% | +67.5% | -92.3% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling