+34.1%
WULF vs FIX
+3,626.6%
-3,592.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.8% |
| 7D | +0.2% | -13.9% | +14.2% | +8.2% |
| 30D | -8.8% | -35.5% | +26.8% | +13.9% |
| 3M | -22.5% | -33.9% | +11.5% | -4.1% |
| 6M | -46.3% | -43.3% | -3.0% | -28.2% |
| YTD | +9.3% | +18.7% | -9.4% | +7.5% |
| 1Y | -12.2% | +13.8% | -25.9% | -11.5% |
| 3Y | +1,181.6% | +495.0% | +686.7% | +662.1% |
| 5Y | -55.4% | +1,049.0% | -1,104.5% | -76.6% |
| All | +34.1% | +3,626.6% | -3,592.5% | -36.6% |
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