+32.0%
WULF vs FN
+837.6%
-805.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +11.9% | -3.0% | +4.6% |
| 7D | +13.2% | +16.3% | -3.1% | +8.0% |
| 30D | -10.1% | -24.7% | +14.7% | -0.1% |
| 3M | -27.5% | -34.9% | +7.4% | -15.9% |
| 6M | -47.1% | -41.1% | -6.0% | -37.2% |
| YTD | +7.7% | -19.6% | +27.4% | +14.9% |
| 1Y | -11.2% | -18.5% | +7.3% | -5.2% |
| 3Y | +1,217.0% | +119.1% | +1,097.9% | +1,030.8% |
| 5Y | -57.0% | +206.9% | -264.0% | -64.7% |
| 10Y | +32.0% | +826.4% | -794.4% | +15.3% |
| All | +32.0% | +837.6% | -805.6% | +15.3% |
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