+212.8%
WULF vs FIG
-74.0%
+286.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -5.7% |
| 7D | -0.6% | -12.2% | +11.7% | -1.7% |
| 30D | -3.6% | -11.0% | +7.3% | -4.2% |
| 3M | -30.4% | +11.9% | -42.3% | -29.1% |
| 6M | +12.5% | -21.9% | +34.4% | +15.7% |
| YTD | +40.5% | -40.8% | +81.2% | +45.8% |
| 1Y | +53.0% | -56.6% | +109.6% | +58.6% |
| All | +212.8% | -74.0% | +286.7% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling