-22.1%
WULF vs FIS
-50.5%
+28.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -23.7% | +17.0% | -14.8% |
| 7D | -12.8% | -18.4% | +5.6% | -16.7% |
| 30D | -20.9% | -11.4% | -9.5% | -20.5% |
| 3M | -38.0% | -32.0% | -6.0% | -45.3% |
| 6M | -47.5% | -35.6% | -11.9% | -52.3% |
| YTD | +1.8% | -53.8% | +55.6% | -14.2% |
| 1Y | -22.1% | -51.1% | +29.0% | -34.5% |
| All | -22.1% | -50.5% | +28.5% | -34.5% |
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