+82.7%
WULF vs FLEX
+1,128.1%
-1,045.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.2% | -3.5% | +0.5% |
| 7D | +1.4% | +5.7% | -4.3% | -1.0% |
| 30D | -2.6% | -7.0% | +4.4% | +0.9% |
| 3M | -34.0% | -23.8% | -10.1% | -25.5% |
| 6M | +10.0% | +82.6% | -72.7% | -16.4% |
| YTD | +45.7% | +91.6% | -45.9% | +8.9% |
| 1Y | +57.3% | +100.6% | -43.2% | +15.4% |
| 3Y | +878.9% | +479.8% | +399.2% | +421.5% |
| 5Y | -28.3% | +746.5% | -774.8% | -65.1% |
| All | +82.7% | +1,128.1% | -1,045.5% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling