+12.7%
WULF vs FGI
-70.0%
+82.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.2% | -4.1% | +4.3% | +0.3% |
| 30D | -8.8% | -3.4% | -5.4% | -8.7% |
| 3M | -22.5% | +61.8% | -84.2% | -24.6% |
| 6M | -46.3% | +17.0% | -63.3% | -47.4% |
| YTD | +9.3% | +31.4% | -22.1% | +3.2% |
| 1Y | -12.2% | +42.7% | -54.8% | -17.5% |
| 3Y | +1,181.6% | -0.1% | +1,181.8% | +1,118.3% |
| All | +12.7% | -70.0% | +82.8% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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