+17.1%
WULF vs FGI
-66.3%
+83.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.6% | -2.5% |
| 7D | +29.4% | +13.5% | +15.9% | +29.0% |
| 30D | -1.3% | +17.1% | -18.4% | -1.6% |
| 3M | -24.1% | +78.0% | -102.2% | -26.4% |
| 6M | -42.8% | +46.4% | -89.2% | -44.4% |
| YTD | +13.5% | +47.7% | -34.2% | +6.8% |
| 1Y | +3.2% | +56.8% | -53.6% | -3.3% |
| 3Y | +1,230.6% | +12.3% | +1,218.3% | +1,161.6% |
| All | +17.1% | -66.3% | +83.4% | +15.5% |
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