-22.1%
WULF vs FISV
-4.0%
-18.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.2% | -12.9% | -4.7% |
| 7D | -12.8% | +29.6% | -42.5% | -4.6% |
| 30D | -20.9% | +34.5% | -55.4% | -12.0% |
| 3M | -38.0% | +11.2% | -49.3% | -35.6% |
| 6M | -47.5% | -1.2% | -46.3% | -43.9% |
| YTD | +1.8% | -7.6% | +9.5% | +1.4% |
| 1Y | -22.1% | -3.7% | -18.3% | -23.0% |
| All | -22.1% | -4.0% | -18.0% | -23.0% |
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