+39.2%
WULF vs FN
+763.2%
-724.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -0.9% |
| 7D | +29.4% | +20.8% | +8.6% | +21.0% |
| 30D | -1.3% | -17.3% | +16.0% | +6.4% |
| 3M | -24.1% | -38.1% | +14.0% | -10.4% |
| 6M | -42.8% | -44.2% | +1.4% | -30.9% |
| YTD | +13.5% | -22.3% | +35.8% | +22.4% |
| 1Y | +3.2% | -20.9% | +24.1% | +11.2% |
| 3Y | +1,230.6% | +111.1% | +1,119.5% | +1,056.0% |
| 5Y | -54.1% | +191.8% | -245.9% | -61.9% |
| All | +39.2% | +763.2% | -724.0% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling