+1,841.8%
WULF vs FITB
+1,294.4%
+547.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.8% | +8.2% |
| 7D | +21.9% | +2.8% | +19.1% | +21.5% |
| 30D | +4.6% | -4.5% | +9.1% | +5.1% |
| 3M | -30.9% | +5.7% | -36.6% | -31.4% |
| 6M | +29.9% | +17.1% | +12.8% | +27.6% |
| YTD | +55.4% | +18.3% | +37.1% | +52.5% |
| 1Y | +94.1% | +23.9% | +70.2% | +89.6% |
| 3Y | +892.2% | +131.1% | +761.1% | +827.8% |
| 5Y | -26.7% | +71.1% | -97.8% | -30.0% |
| 10Y | +94.0% | +283.9% | -189.9% | +76.5% |
| All | +1,841.8% | +1,294.4% | +547.4% | +1,543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling