+901.8%
WULF vs FFIV
+151.3%
+750.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -7.9% | -6.9% |
| 7D | +15.6% | +3.5% | +12.1% | +12.5% |
| 30D | +5.7% | -1.3% | +7.0% | +6.2% |
| 3M | -32.3% | +2.4% | -34.7% | -33.9% |
| 6M | +23.7% | +41.8% | -18.1% | -8.0% |
| YTD | +49.1% | +58.5% | -9.4% | -0.7% |
| 1Y | +66.3% | +24.3% | +42.0% | +36.9% |
| All | +901.8% | +151.3% | +750.4% | +362.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling