+797.3%
WULF vs FGI
-5.3%
+802.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.6% |
| 7D | +7.6% | +0.5% | +7.0% | +7.5% |
| 30D | -8.6% | +65.4% | -74.0% | -10.2% |
| 3M | -37.0% | +23.5% | -60.5% | -37.6% |
| 6M | +7.4% | +60.5% | -53.1% | +2.0% |
| YTD | +43.7% | +30.0% | +13.7% | +37.9% |
| 1Y | +86.1% | +82.1% | +4.1% | +74.3% |
| All | +797.3% | -5.3% | +802.6% | +854.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling