+60.3%
WULF vs FGI
-69.8%
+130.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.9% | +6.3% | +8.1% |
| 7D | +21.9% | +5.2% | +16.8% | +21.8% |
| 30D | +4.6% | +65.2% | -60.6% | +1.7% |
| 3M | -30.9% | +30.2% | -61.1% | -32.4% |
| 6M | +29.9% | +87.8% | -57.9% | +20.4% |
| YTD | +55.4% | +32.5% | +23.0% | +46.9% |
| 1Y | +94.1% | +93.6% | +0.5% | +75.7% |
| 3Y | +892.2% | -2.6% | +894.8% | +846.2% |
| All | +60.3% | -69.8% | +130.1% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling