+86.1%
WULF vs FISV
-61.2%
+147.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +7.6% | -0.3% | +7.9% | +7.5% |
| 30D | -8.6% | -2.1% | -6.6% | -8.6% |
| 3M | -37.0% | -5.7% | -31.2% | -36.5% |
| 6M | +7.4% | -15.3% | +22.8% | +9.6% |
| YTD | +43.7% | -21.1% | +64.8% | +47.8% |
| 1Y | +86.1% | -61.1% | +147.2% | +136.4% |
| All | +86.1% | -61.2% | +147.3% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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