+86.9%
WULF vs FN
+890.7%
-803.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | +15.6% | +5.8% | +9.8% | +13.5% |
| 30D | +5.7% | -20.6% | +26.4% | +13.8% |
| 3M | -32.3% | -28.6% | -3.7% | -25.0% |
| 6M | +23.7% | -20.7% | +44.4% | +31.6% |
| YTD | +49.1% | -8.1% | +57.2% | +50.6% |
| 1Y | +66.3% | +13.3% | +53.0% | +59.1% |
| 3Y | +851.7% | +175.7% | +676.0% | +670.5% |
| 5Y | -30.9% | +297.4% | -328.3% | -46.0% |
| 10Y | +86.9% | +950.9% | -864.0% | +53.2% |
| All | +86.9% | +890.7% | -803.8% | +53.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling