-22.1%
WULF vs FIGR
-41.8%
+19.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.2% | -10.8% | -7.8% |
| 7D | -12.8% | -1.3% | -11.5% | -12.5% |
| 30D | -20.9% | -17.6% | -3.3% | -16.6% |
| 3M | -38.0% | -16.7% | -21.3% | -35.1% |
| 6M | -47.5% | -36.1% | -11.4% | -42.0% |
| YTD | +1.8% | -43.6% | +45.5% | +2.4% |
| 1Y | -22.1% | -39.8% | +17.8% | -22.8% |
| All | -22.1% | -41.8% | +19.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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