+843.9%
WULF vs FHN
+130.7%
+713.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -6.6% |
| 7D | -0.6% | -0.8% | +0.2% | +0.2% |
| 30D | -3.6% | -2.6% | -1.0% | -1.1% |
| 3M | -30.4% | +0.8% | -31.2% | -32.0% |
| 6M | +12.5% | +9.2% | +3.2% | +1.2% |
| YTD | +40.5% | +5.1% | +35.4% | +31.1% |
| 1Y | +53.0% | +12.2% | +40.8% | +31.7% |
| All | +843.9% | +130.7% | +713.2% | +355.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling