+34.7%
WULF vs FIX
+3,564.5%
-3,529.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.5% |
| 7D | +11.0% | +9.4% | +1.6% | +6.2% |
| 30D | +9.4% | -27.8% | +37.1% | +29.0% |
| 3M | -22.6% | -35.6% | +12.9% | -3.1% |
| 6M | -45.4% | -45.2% | -0.2% | -25.8% |
| YTD | +9.8% | +19.5% | -9.6% | +7.7% |
| 1Y | +8.0% | +24.2% | -16.2% | +4.9% |
| 3Y | +1,149.5% | +494.2% | +655.3% | +642.3% |
| 5Y | -55.6% | +1,036.1% | -1,091.7% | -76.8% |
| All | +34.7% | +3,564.5% | -3,529.8% | -36.0% |
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