+12.5%
WULF vs FIGR
+7.7%
+4.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -4.5% |
| 7D | -0.6% | +1.0% | -1.5% | -0.7% |
| 30D | -3.6% | +31.4% | -35.0% | -11.4% |
| 3M | -30.4% | +30.3% | -60.7% | -35.9% |
| 6M | +12.5% | -7.6% | +20.1% | +11.9% |
| All | +12.5% | +7.7% | +4.7% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling