+82.7%
WULF vs FHN
+128.3%
-45.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | -2.6% | -4.8% | +2.2% | -1.2% |
| 3M | -34.0% | -0.7% | -33.2% | -34.0% |
| 6M | +10.0% | +10.6% | -0.6% | +6.8% |
| YTD | +45.7% | +4.6% | +41.1% | +43.9% |
| 1Y | +57.3% | +11.4% | +46.0% | +52.8% |
| 3Y | +878.9% | +132.3% | +746.7% | +750.6% |
| 5Y | -28.3% | +90.2% | -118.5% | -37.0% |
| All | +82.7% | +128.3% | -45.7% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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