+86.1%
WULF vs FLNC
+53.3%
+32.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.4% |
| 7D | +7.6% | -4.9% | +12.4% | +8.8% |
| 30D | -8.6% | -27.3% | +18.6% | -1.5% |
| 3M | -37.0% | -61.9% | +24.9% | -23.0% |
| 6M | +7.4% | -34.5% | +41.9% | +11.8% |
| YTD | +43.7% | -47.7% | +91.4% | +59.0% |
| 1Y | +86.1% | +53.3% | +32.8% | +128.0% |
| All | +86.1% | +53.3% | +32.8% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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