+57.3%
WULF vs FLNC
+46.9%
+10.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.1% |
| 7D | +1.4% | -4.1% | +5.5% | +2.5% |
| 30D | -2.6% | -24.8% | +22.2% | +4.4% |
| 3M | -34.0% | -59.1% | +25.1% | -19.7% |
| 6M | +10.0% | -42.0% | +52.0% | +18.3% |
| YTD | +45.7% | -49.8% | +95.5% | +62.7% |
| 1Y | +57.3% | +43.1% | +14.2% | +84.7% |
| All | +57.3% | +46.9% | +10.4% | +84.7% |
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