+594.6%
WULF vs FLR
+587.1%
+7.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.6% |
| 7D | +15.6% | -3.1% | +18.7% | +16.2% |
| 30D | +5.7% | +4.9% | +0.8% | +4.9% |
| 3M | -32.3% | +10.8% | -43.1% | -33.3% |
| 6M | +23.7% | +19.7% | +4.0% | +20.8% |
| YTD | +49.1% | +38.4% | +10.7% | +42.9% |
| 1Y | +66.3% | +34.7% | +31.6% | +60.6% |
| 3Y | +851.7% | +56.7% | +795.0% | +822.2% |
| 5Y | -30.9% | +241.6% | -272.5% | -36.1% |
| 10Y | +86.9% | +20.2% | +66.7% | +81.3% |
| All | +594.6% | +587.1% | +7.5% | +492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling