-30.9%
WULF vs FIS
-65.9%
+35.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -6.1% |
| 7D | -0.6% | -8.9% | +8.3% | +2.2% |
| 30D | -3.6% | -9.9% | +6.3% | -1.0% |
| 3M | -30.4% | 0.0% | -30.4% | -32.5% |
| 6M | +12.5% | -22.9% | +35.4% | +20.3% |
| YTD | +40.5% | -40.9% | +81.3% | +68.0% |
| 1Y | +53.0% | -40.4% | +93.4% | +82.3% |
| 3Y | +796.7% | -25.4% | +822.0% | +860.0% |
| 5Y | -30.9% | -64.8% | +33.9% | -8.3% |
| All | -30.9% | -65.9% | +35.0% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling