-30.9%
WULF vs FLEX
+684.1%
-715.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.6% | -2.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.4% |
| 30D | -3.6% | -11.8% | +8.1% | +6.5% |
| 3M | -30.4% | -22.6% | -7.8% | -16.2% |
| 6M | +12.5% | +77.3% | -64.9% | -37.2% |
| YTD | +40.5% | +78.8% | -38.3% | -22.5% |
| 1Y | +53.0% | +86.1% | -33.1% | -19.8% |
| 3Y | +796.7% | +446.2% | +350.4% | +89.1% |
| 5Y | -30.9% | +689.7% | -720.6% | -90.1% |
| All | -30.9% | +684.1% | -715.0% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling