-22.1%
WULF vs FLUT
-63.1%
+41.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -6.5% |
| 7D | -12.8% | +4.2% | -17.0% | -13.4% |
| 30D | -20.9% | +8.0% | -28.9% | -21.8% |
| 3M | -38.0% | -22.1% | -16.0% | -36.3% |
| 6M | -47.5% | -21.7% | -25.8% | -46.4% |
| YTD | +1.8% | -62.0% | +63.8% | +38.1% |
| 1Y | -22.1% | -63.2% | +41.1% | +7.2% |
| All | -22.1% | -63.1% | +41.1% | +7.2% |
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