+86.1%
WULF vs FIS
-37.2%
+123.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.4% |
| 7D | +7.6% | +1.1% | +6.5% | +8.0% |
| 30D | -8.6% | -2.2% | -6.4% | -9.0% |
| 3M | -37.0% | +2.1% | -39.1% | -36.2% |
| 6M | +7.4% | -14.7% | +22.1% | +9.2% |
| YTD | +43.7% | -35.7% | +79.4% | +57.5% |
| 1Y | +86.1% | -37.1% | +123.2% | +111.4% |
| All | +86.1% | -37.2% | +123.3% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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