+42.6%
WULF vs FICO
+544.1%
-501.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.4% |
| 7D | +14.2% | +4.0% | +10.2% | +13.4% |
| 30D | -0.1% | -1.5% | +1.4% | -0.3% |
| 3M | -20.2% | -29.8% | +9.6% | -16.9% |
| 6M | -42.8% | -33.3% | -9.6% | -41.6% |
| YTD | +16.3% | -56.9% | +73.2% | +30.8% |
| 1Y | +8.0% | -59.5% | +67.5% | +23.6% |
| 3Y | +1,263.3% | -26.9% | +1,290.1% | +1,234.4% |
| 5Y | -53.5% | +92.9% | -146.4% | -62.4% |
| 10Y | +42.6% | +539.5% | -496.9% | +17.1% |
| All | +42.6% | +544.1% | -501.5% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling