+892.2%
WULF vs FIX
+784.8%
+107.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +6.3% |
| 7D | +21.9% | +6.1% | +15.9% | +16.5% |
| 30D | +4.6% | -2.7% | +7.2% | +7.0% |
| 3M | -30.9% | -10.9% | -20.0% | -24.4% |
| 6M | +29.9% | +29.0% | +0.9% | +8.0% |
| YTD | +55.4% | +76.9% | -21.4% | +1.8% |
| 1Y | +94.1% | +130.7% | -36.6% | +2.6% |
| 3Y | +892.2% | +790.7% | +101.6% | +149.8% |
| All | +892.2% | +784.8% | +107.4% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling