+10.0%
WULF vs FLNC
-42.9%
+52.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.2% |
| 7D | +1.4% | -4.1% | +5.5% | +2.3% |
| 30D | -2.6% | -24.8% | +22.2% | +3.0% |
| 3M | -34.0% | -59.1% | +25.1% | -25.3% |
| 6M | +10.0% | -42.0% | +52.0% | +44.3% |
| All | +10.0% | -42.9% | +52.9% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling