+12.5%
WULF vs FERG
-3.7%
+16.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.1% |
| 7D | -0.6% | -1.0% | +0.5% | +0.1% |
| 30D | -3.6% | -11.8% | +8.2% | +4.6% |
| 3M | -30.4% | -1.2% | -29.2% | -33.1% |
| 6M | +12.5% | -2.3% | +14.8% | +9.5% |
| All | +12.5% | -3.7% | +16.2% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling