+34.7%
WULF vs FFIV
+118.6%
-83.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.8% |
| 7D | +11.0% | -0.5% | +11.5% | +11.5% |
| 30D | +9.4% | -32.4% | +41.8% | +32.4% |
| 3M | -22.6% | -25.7% | +3.1% | -11.4% |
| 6M | -45.4% | -13.5% | -31.9% | -42.6% |
| YTD | +9.8% | +21.1% | -11.3% | -5.8% |
| 1Y | +8.0% | +29.4% | -21.4% | -10.9% |
| 3Y | +1,149.5% | +94.9% | +1,054.6% | +764.1% |
| 5Y | -55.6% | +34.7% | -90.3% | -65.6% |
| All | +34.7% | +118.6% | -83.9% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling