+1,695.0%
WULF vs FICO
+25,210.2%
-23,515.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -16.7% | +18.4% | +3.4% |
| 7D | +7.6% | -19.2% | +26.7% | +9.7% |
| 30D | -8.6% | -14.6% | +6.0% | -7.5% |
| 3M | -37.0% | -20.1% | -16.9% | -36.4% |
| 6M | +7.4% | -36.3% | +43.7% | +10.4% |
| YTD | +43.7% | -44.9% | +88.5% | +49.9% |
| 1Y | +86.1% | -38.6% | +124.8% | +90.9% |
| 3Y | +733.8% | +4.0% | +729.9% | +714.8% |
| 5Y | -33.6% | +99.5% | -133.1% | -39.0% |
| 10Y | +76.1% | +604.7% | -528.6% | +48.3% |
| All | +1,695.0% | +25,210.2% | -23,515.2% | +1,205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling