+11.1%
WULF vs FGI
-70.0%
+81.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.9% | +7.0% | +8.8% |
| 7D | +13.2% | -1.4% | +14.5% | +13.2% |
| 30D | -10.1% | -3.2% | -6.9% | -10.0% |
| 3M | -27.5% | +64.1% | -91.6% | -29.6% |
| 6M | -47.1% | +17.2% | -64.3% | -48.2% |
| YTD | +7.7% | +31.6% | -23.8% | +1.7% |
| 1Y | -11.2% | +45.1% | -56.3% | -16.6% |
| 3Y | +1,217.0% | -2.0% | +1,219.0% | +1,154.1% |
| All | +11.1% | -70.0% | +81.1% | +9.9% |
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 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