+86.1%
WULF vs FITB
+23.7%
+62.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +7.6% | +0.6% | +7.0% | +7.2% |
| 30D | -8.6% | -4.7% | -3.9% | -6.0% |
| 3M | -37.0% | +6.7% | -43.6% | -40.8% |
| 6M | +7.4% | +12.6% | -5.1% | -3.8% |
| YTD | +43.7% | +19.1% | +24.6% | +20.7% |
| 1Y | +86.1% | +22.6% | +63.5% | +43.0% |
| All | +86.1% | +23.7% | +62.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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