+94.0%
WULF vs FICO
+607.5%
-513.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.1% | +8.2% |
| 7D | +21.9% | -15.4% | +37.3% | +25.5% |
| 30D | +4.6% | -10.4% | +14.9% | +6.0% |
| 3M | -30.9% | -22.7% | -8.2% | -29.5% |
| 6M | +29.9% | -36.8% | +66.7% | +37.5% |
| YTD | +55.4% | -44.8% | +100.2% | +69.9% |
| 1Y | +94.1% | -39.3% | +133.5% | +103.9% |
| 3Y | +892.2% | +3.7% | +888.5% | +821.9% |
| 5Y | -26.7% | +101.7% | -128.5% | -41.5% |
| 10Y | +94.0% | +602.8% | -508.8% | +59.2% |
| All | +94.0% | +607.5% | -513.6% | +59.2% |
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