-30.9%
WULF vs FFIV
+95.0%
-125.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -4.5% |
| 7D | -0.6% | +1.6% | -2.2% | -2.1% |
| 30D | -3.6% | -3.7% | +0.1% | -1.2% |
| 3M | -30.4% | +2.0% | -32.4% | -32.2% |
| 6M | +12.5% | +39.3% | -26.8% | -18.1% |
| YTD | +40.5% | +56.1% | -15.6% | -9.1% |
| 1Y | +53.0% | +22.0% | +31.0% | +22.6% |
| 3Y | +796.7% | +148.2% | +648.5% | +273.3% |
| 5Y | -30.9% | +96.3% | -127.2% | -67.2% |
| All | -30.9% | +95.0% | -125.9% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling