-22.1%
WULF vs FICO
-57.1%
+35.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.4% | -7.5% |
| 7D | -12.8% | +0.4% | -13.2% | -12.7% |
| 30D | -20.9% | +1.7% | -22.5% | -20.1% |
| 3M | -38.0% | -33.0% | -5.0% | -44.1% |
| 6M | -47.5% | -33.9% | -13.6% | -53.2% |
| YTD | +1.8% | -58.5% | +60.4% | -21.5% |
| 1Y | -22.1% | -56.4% | +34.3% | -35.3% |
| All | -22.1% | -57.1% | +35.1% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling