+86.1%
WULF vs FLR
+31.2%
+54.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +3.7% |
| 7D | +7.6% | +5.4% | +2.1% | +2.7% |
| 30D | -8.6% | +11.4% | -20.0% | -19.1% |
| 3M | -37.0% | +11.4% | -48.4% | -43.3% |
| 6M | +7.4% | +16.6% | -9.2% | -8.6% |
| YTD | +43.7% | +41.7% | +2.0% | +0.1% |
| 1Y | +86.1% | +35.4% | +50.7% | +58.7% |
| All | +86.1% | +31.2% | +54.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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