-34.9%
WULF vs FICO
+99.8%
-134.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -16.7% | +18.4% | +6.5% |
| 7D | +7.6% | -19.2% | +26.7% | +13.6% |
| 30D | -8.6% | -14.6% | +6.0% | -5.6% |
| 3M | -37.0% | -20.1% | -16.9% | -36.1% |
| 6M | +7.4% | -36.3% | +43.7% | +16.6% |
| YTD | +43.7% | -44.9% | +88.5% | +65.4% |
| 1Y | +86.1% | -38.6% | +124.8% | +97.4% |
| 3Y | +733.8% | +4.0% | +729.9% | +547.8% |
| All | -34.9% | +99.8% | -134.7% | -61.3% |
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