-55.9%
WULF vs FICO
+91.4%
-147.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +11.0% | +2.2% | +8.8% | +10.5% |
| 30D | +9.4% | +0.1% | +9.3% | +8.5% |
| 3M | -22.6% | -35.2% | +12.5% | -16.1% |
| 6M | -45.4% | -32.4% | -13.1% | -44.7% |
| YTD | +9.8% | -57.4% | +67.2% | +31.8% |
| 1Y | +8.0% | -58.5% | +66.6% | +31.0% |
| 3Y | +1,149.5% | -28.9% | +1,178.4% | +979.9% |
| All | -55.9% | +91.4% | -147.4% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling