+878.9%
WULF vs FLR
+54.2%
+824.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +2.7% |
| 7D | +1.4% | -3.5% | +4.9% | +4.6% |
| 30D | -2.6% | +4.2% | -6.8% | -6.1% |
| 3M | -34.0% | +8.1% | -42.0% | -39.2% |
| 6M | +10.0% | +21.5% | -11.5% | -8.4% |
| YTD | +45.7% | +36.8% | +8.9% | +9.7% |
| 1Y | +57.3% | +31.2% | +26.1% | +23.5% |
| 3Y | +878.9% | +53.9% | +825.1% | +567.0% |
| All | +878.9% | +54.2% | +824.8% | +567.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling