+901.8%
WULF vs FLEX
+465.7%
+436.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.0% |
| 7D | +15.6% | +6.4% | +9.2% | +10.7% |
| 30D | +5.7% | -5.9% | +11.6% | +11.0% |
| 3M | -32.3% | -23.5% | -8.8% | -18.4% |
| 6M | +23.7% | +83.7% | -60.0% | -32.1% |
| YTD | +49.1% | +86.5% | -37.4% | -19.5% |
| 1Y | +66.3% | +100.5% | -34.2% | -17.4% |
| All | +901.8% | +465.7% | +436.0% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling