-22.1%
WULF vs FIG
-52.3%
+30.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.2% | -11.9% | -6.0% |
| 7D | -12.8% | -4.7% | -8.2% | -13.1% |
| 30D | -20.9% | +0.5% | -21.4% | -20.7% |
| 3M | -38.0% | -18.4% | -19.6% | -38.6% |
| 6M | -47.5% | +10.9% | -58.4% | -46.9% |
| YTD | +1.8% | -40.8% | +42.6% | +27.7% |
| 1Y | -22.1% | -51.7% | +29.6% | +9.4% |
| All | -22.1% | -52.3% | +30.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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