+82.7%
WULF vs FITB
+290.8%
-208.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -2.6% | -5.7% | +3.1% | -0.4% |
| 3M | -34.0% | +3.2% | -37.1% | -35.1% |
| 6M | +10.0% | +23.4% | -13.4% | +1.2% |
| YTD | +45.7% | +18.8% | +26.9% | +35.6% |
| 1Y | +57.3% | +25.0% | +32.4% | +43.8% |
| 3Y | +878.9% | +131.2% | +747.7% | +671.3% |
| 5Y | -28.3% | +70.7% | -99.0% | -39.9% |
| All | +82.7% | +290.8% | -208.1% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling