-30.9%
WULF vs FITB
+68.4%
-99.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -6.2% |
| 7D | -0.6% | -1.0% | +0.4% | +0.2% |
| 30D | -3.6% | -5.5% | +1.9% | +1.0% |
| 3M | -30.4% | +4.1% | -34.5% | -33.7% |
| 6M | +12.5% | +18.7% | -6.2% | -4.3% |
| YTD | +40.5% | +18.2% | +22.3% | +18.7% |
| 1Y | +53.0% | +23.7% | +29.3% | +24.0% |
| 3Y | +796.7% | +130.8% | +665.9% | +384.3% |
| 5Y | -30.9% | +69.8% | -100.7% | -50.9% |
| All | -30.9% | +68.4% | -99.3% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling