+42.6%
WULF vs FIX
+3,814.3%
-3,771.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.0% | +1.3% | +3.8% |
| 7D | +14.2% | +6.4% | +7.7% | +11.4% |
| 30D | -0.1% | -29.1% | +29.0% | +19.1% |
| 3M | -20.2% | -31.1% | +10.9% | -3.3% |
| 6M | -42.8% | -42.8% | 0.0% | -24.0% |
| YTD | +16.3% | +24.6% | -8.4% | +11.6% |
| 1Y | +8.0% | +21.9% | -13.9% | +5.3% |
| 3Y | +1,263.3% | +524.9% | +738.3% | +691.3% |
| 5Y | -53.5% | +1,092.2% | -1,145.7% | -76.2% |
| 10Y | +42.6% | +3,759.0% | -3,716.4% | -34.1% |
| All | +42.6% | +3,814.3% | -3,771.7% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling