-13.4%
WULF vs FICO
-58.5%
+45.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.7% | +6.2% | +9.6% |
| 7D | +13.2% | -0.1% | +13.2% | +13.1% |
| 30D | -10.1% | +8.4% | -18.5% | -7.7% |
| 3M | -27.5% | -30.5% | +3.0% | -33.9% |
| 6M | -47.1% | -35.7% | -11.3% | -53.1% |
| YTD | +7.7% | -57.2% | +64.9% | -14.5% |
| All | -13.4% | -58.5% | +45.1% | -30.3% |
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