+57.3%
WULF vs FLEX
+101.0%
-43.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.2% | -3.5% | -0.6% |
| 7D | +1.4% | +5.7% | -4.3% | -1.8% |
| 30D | -2.6% | -7.0% | +4.4% | +2.0% |
| 3M | -34.0% | -23.8% | -10.1% | -23.8% |
| 6M | +10.0% | +82.6% | -72.7% | -29.8% |
| YTD | +45.7% | +91.6% | -45.9% | -10.0% |
| 1Y | +57.3% | +100.6% | -43.2% | +0.1% |
| All | +57.3% | +101.0% | -43.7% | +0.1% |
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