+86.1%
WULF vs FLEX
+102.8%
-16.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.8% |
| 7D | +7.6% | -0.9% | +8.5% | +8.2% |
| 30D | -8.6% | -10.1% | +1.5% | -2.3% |
| 3M | -37.0% | -31.3% | -5.6% | -22.9% |
| 6M | +7.4% | +71.3% | -63.9% | -28.6% |
| YTD | +43.7% | +81.2% | -37.6% | -8.4% |
| 1Y | +86.1% | +98.5% | -12.4% | +21.1% |
| All | +86.1% | +102.8% | -16.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling