-55.9%
WULF vs FLUT
-52.1%
-3.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.7% |
| 7D | +11.0% | -0.7% | +11.7% | +11.4% |
| 30D | +9.4% | +9.3% | +0.1% | +3.3% |
| 3M | -22.6% | -17.5% | -5.1% | -17.5% |
| 6M | -45.4% | -14.6% | -30.8% | -44.6% |
| YTD | +9.8% | -62.3% | +72.1% | +72.9% |
| 1Y | +8.0% | -59.6% | +67.7% | +63.6% |
| 3Y | +1,149.5% | -45.3% | +1,194.8% | +1,455.0% |
| All | -55.9% | -52.1% | -3.9% | -50.5% |
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