+86.1%
WULF vs FFIV
+25.9%
+60.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | +7.6% | -1.0% | +8.5% | +7.9% |
| 30D | -8.6% | -5.1% | -3.6% | -6.9% |
| 3M | -37.0% | -4.5% | -32.5% | -35.6% |
| 6M | +7.4% | +36.5% | -29.1% | -1.8% |
| YTD | +43.7% | +53.0% | -9.3% | +26.4% |
| 1Y | +86.1% | +24.2% | +61.9% | +83.7% |
| All | +86.1% | +25.9% | +60.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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