-22.1%
WULF vs FN
-25.7%
+3.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.0% | -0.7% | -3.0% |
| 7D | -12.8% | -7.0% | -5.8% | -8.7% |
| 30D | -20.9% | -24.7% | +3.8% | -6.8% |
| 3M | -38.0% | -35.7% | -2.4% | -21.3% |
| 6M | -47.5% | -52.4% | +4.9% | -23.9% |
| YTD | +1.8% | -25.0% | +26.8% | +4.1% |
| 1Y | -22.1% | -25.7% | +3.6% | -20.5% |
| All | -22.1% | -25.7% | +3.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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