+224.4%
WULF vs FIG
-72.7%
+297.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +4.2% |
| 7D | +1.4% | -3.8% | +5.2% | +1.1% |
| 30D | -2.6% | -2.3% | -0.3% | -2.4% |
| 3M | -34.0% | +20.0% | -53.9% | -32.4% |
| 6M | +10.0% | -16.7% | +26.7% | +13.6% |
| YTD | +45.7% | -37.9% | +83.6% | +51.8% |
| 1Y | +57.3% | -58.5% | +115.9% | +62.5% |
| All | +224.4% | -72.7% | +297.1% | +211.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling