+48.2%
WULF vs FGI
-70.4%
+118.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 3M | -37.0% | +23.5% | -60.5% | -38.2% |
| 6M | +7.4% | +60.5% | -53.1% | +0.4% |
| YTD | +43.7% | +30.0% | +13.7% | +35.8% |
| 1Y | +86.1% | +82.1% | +4.1% | +68.9% |
| 3Y | +733.8% | -4.4% | +738.2% | +695.4% |
| All | +48.2% | -70.4% | +118.6% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling