+782.6%
WULF vs FIS
+346.5%
+436.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.9% | +14.1% | +9.1% |
| 7D | +21.9% | -3.5% | +25.4% | +22.5% |
| 30D | +4.6% | -7.8% | +12.4% | +5.6% |
| 3M | -30.9% | +0.8% | -31.8% | -31.8% |
| 6M | +29.9% | -21.9% | +51.8% | +33.6% |
| YTD | +55.4% | -39.5% | +94.9% | +66.8% |
| 1Y | +94.1% | -41.0% | +135.1% | +109.3% |
| 3Y | +892.2% | -23.6% | +915.8% | +928.8% |
| 5Y | -26.7% | -65.6% | +38.9% | -17.2% |
| 10Y | +94.0% | -40.2% | +134.2% | +105.6% |
| All | +782.6% | +346.5% | +436.1% | +666.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling