-26.6%
WULF vs FLUT
-51.5%
+24.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.4% |
| 7D | +15.6% | -2.6% | +18.2% | +17.1% |
| 30D | +5.7% | +5.4% | +0.4% | +2.2% |
| 3M | -32.3% | -10.8% | -21.5% | -30.1% |
| 6M | +23.7% | -9.2% | +32.9% | +24.2% |
| YTD | +49.1% | -53.8% | +102.9% | +116.6% |
| 1Y | +66.3% | -66.0% | +132.3% | +185.3% |
| 3Y | +851.7% | -44.7% | +896.3% | +1,118.0% |
| All | -26.6% | -51.5% | +24.9% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling