-22.1%
WULF vs FIX
+14.3%
-36.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -15.1% | +8.5% | +7.7% |
| 7D | -12.8% | -18.9% | +6.1% | +5.8% |
| 30D | -20.9% | -36.3% | +15.4% | +21.0% |
| 3M | -38.0% | -38.5% | +0.5% | -1.7% |
| 6M | -47.5% | -42.3% | -5.2% | -13.1% |
| YTD | +1.8% | +17.1% | -15.3% | -23.7% |
| 1Y | -22.1% | +14.4% | -36.4% | -39.5% |
| All | -22.1% | +14.3% | -36.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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