+972.6%
WULF vs FICO
-24.3%
+996.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.4% | +13.2% | +12.8% |
| 7D | -3.1% | -0.9% | -2.1% | -3.0% |
| 30D | -21.0% | +3.3% | -24.4% | -21.8% |
| 3M | -35.5% | -31.7% | -3.7% | -33.5% |
| 6M | -55.8% | -34.0% | -21.9% | -56.5% |
| YTD | -1.0% | -58.3% | +57.3% | +14.1% |
| 1Y | -20.4% | -57.9% | +37.6% | -9.3% |
| 3Y | +972.6% | -24.1% | +996.7% | +787.5% |
| All | +972.6% | -24.3% | +996.9% | +787.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling