+82.7%
WULF vs FIS
-39.8%
+122.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | +1.4% | -7.9% | +9.3% | +3.2% |
| 30D | -2.6% | -8.0% | +5.3% | -1.1% |
| 3M | -34.0% | +0.6% | -34.6% | -35.4% |
| 6M | +10.0% | -22.2% | +32.2% | +15.3% |
| YTD | +45.7% | -40.8% | +86.5% | +65.3% |
| 1Y | +57.3% | -41.5% | +98.9% | +79.3% |
| 3Y | +878.9% | -25.5% | +904.4% | +941.7% |
| 5Y | -28.3% | -64.8% | +36.5% | -14.2% |
| All | +82.7% | -39.8% | +122.4% | +138.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling