+86.1%
WULF vs FLUT
-65.9%
+152.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.0% |
| 7D | +7.6% | -1.6% | +9.2% | +7.8% |
| 30D | -8.6% | +7.7% | -16.4% | -9.7% |
| 3M | -37.0% | -0.7% | -36.2% | -37.5% |
| 6M | +7.4% | -11.2% | +18.6% | +9.9% |
| YTD | +43.7% | -53.4% | +97.1% | +83.3% |
| 1Y | +86.1% | -65.8% | +151.9% | +162.9% |
| All | +86.1% | -65.9% | +152.1% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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