+82.7%
WULF vs FFIV
+249.4%
-166.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +1.9% |
| 7D | +1.4% | +5.4% | -4.0% | -1.6% |
| 30D | -2.6% | -2.7% | 0.0% | -1.5% |
| 3M | -34.0% | +4.5% | -38.5% | -35.8% |
| 6M | +10.0% | +42.2% | -32.2% | -10.5% |
| YTD | +45.7% | +61.3% | -15.6% | +9.9% |
| 1Y | +57.3% | +23.0% | +34.3% | +37.1% |
| 3Y | +878.9% | +156.3% | +722.7% | +502.7% |
| 5Y | -28.3% | +102.9% | -131.2% | -52.4% |
| All | +82.7% | +249.4% | -166.7% | +10.2% |
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