+3.2%
WULF vs FICO
-60.3%
+63.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.8% |
| 7D | +29.4% | +1.4% | +28.0% | +29.8% |
| 30D | -1.3% | -0.8% | -0.5% | -1.3% |
| 3M | -24.1% | -31.3% | +7.2% | -30.8% |
| 6M | -42.8% | -33.9% | -8.9% | -49.0% |
| YTD | +13.5% | -57.6% | +71.1% | -4.6% |
| 1Y | +3.2% | -59.7% | +62.8% | -11.3% |
| All | +3.2% | -60.3% | +63.4% | -11.3% |
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