-42.8%
WULF vs FIX
-43.2%
+0.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | +0.2% |
| 7D | +29.4% | +17.0% | +12.4% | +12.3% |
| 30D | -1.3% | -30.6% | +29.3% | +36.6% |
| 3M | -24.1% | -35.0% | +10.9% | +11.6% |
| 6M | -42.8% | -44.0% | +1.1% | -7.8% |
| All | -42.8% | -43.2% | +0.4% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling