+338.2%
WULF vs FFIV
+7,795.2%
-7,457.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -7.9% | -4.4% |
| 7D | +15.6% | +3.5% | +12.1% | +15.3% |
| 30D | +5.7% | -1.3% | +7.0% | +5.8% |
| 3M | -32.3% | +2.4% | -34.7% | -32.4% |
| 6M | +23.7% | +41.8% | -18.1% | +20.7% |
| YTD | +49.1% | +58.5% | -9.4% | +44.4% |
| 1Y | +66.3% | +24.3% | +42.0% | +63.6% |
| 3Y | +851.7% | +152.0% | +699.6% | +804.5% |
| 5Y | -30.9% | +99.1% | -130.0% | -33.7% |
| 10Y | +86.9% | +242.8% | -155.8% | +76.7% |
| All | +338.2% | +7,795.2% | -7,457.0% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling