+246.1%
WULF vs FIG
-73.2%
+319.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.7% | +13.9% | +7.6% |
| 7D | +21.9% | -16.4% | +38.3% | +20.0% |
| 30D | +4.6% | -2.3% | +6.9% | +4.9% |
| 3M | -30.9% | +7.8% | -38.8% | -29.6% |
| 6M | +29.9% | -21.8% | +51.7% | +34.0% |
| YTD | +55.4% | -39.1% | +94.6% | +61.7% |
| 1Y | +94.1% | -56.6% | +150.8% | +101.4% |
| All | +246.1% | -73.2% | +319.4% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling