+1,841.8%
WULF vs FLEX
+9,706.2%
-7,864.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.4% | +3.8% | +7.6% |
| 7D | +21.9% | +7.0% | +14.9% | +20.9% |
| 30D | +4.6% | -5.8% | +10.4% | +5.5% |
| 3M | -30.9% | -24.2% | -6.7% | -28.2% |
| 6M | +29.9% | +90.8% | -60.9% | +20.9% |
| YTD | +55.4% | +89.2% | -33.8% | +45.1% |
| 1Y | +94.1% | +104.7% | -10.6% | +79.8% |
| 3Y | +892.2% | +478.1% | +414.1% | +748.5% |
| 5Y | -26.7% | +726.2% | -752.9% | -38.7% |
| 10Y | +94.0% | +1,060.6% | -966.6% | +57.4% |
| All | +1,841.8% | +9,706.2% | -7,864.4% | +1,316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling