+12.5%
WULF vs FISV
-19.8%
+32.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -5.5% |
| 7D | -0.6% | -7.2% | +6.7% | -4.2% |
| 30D | -3.6% | -7.2% | +3.5% | -6.8% |
| 3M | -30.4% | -8.2% | -22.2% | -31.5% |
| 6M | +12.5% | -17.7% | +30.2% | +12.6% |
| All | +12.5% | -19.8% | +32.2% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling