+53.8%
WULF vs FGI
-69.1%
+122.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -4.1% |
| 7D | +15.6% | +14.7% | +0.9% | +15.2% |
| 30D | +5.7% | +67.0% | -61.2% | +2.9% |
| 3M | -32.3% | +31.0% | -63.3% | -33.7% |
| 6M | +23.7% | +126.8% | -103.1% | +13.5% |
| YTD | +49.1% | +35.6% | +13.5% | +40.8% |
| 1Y | +66.3% | +108.9% | -42.6% | +50.2% |
| 3Y | +851.7% | -0.3% | +851.9% | +807.0% |
| All | +53.8% | -69.1% | +122.9% | +52.2% |
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