+57.3%
WULF vs FLR
+31.4%
+25.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +2.7% |
| 7D | +1.4% | -3.5% | +4.9% | +4.7% |
| 30D | -2.6% | +4.2% | -6.8% | -6.1% |
| 3M | -34.0% | +8.1% | -42.0% | -39.3% |
| 6M | +10.0% | +21.5% | -11.5% | -10.2% |
| YTD | +45.7% | +36.8% | +8.9% | +4.3% |
| 1Y | +57.3% | +31.2% | +26.1% | +38.9% |
| All | +57.3% | +31.4% | +25.9% | +38.9% |
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