+94.9%
WULF vs FN
+886.0%
-791.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.2% | +6.0% | +7.5% |
| 7D | +21.9% | +3.5% | +18.4% | +20.6% |
| 30D | +4.6% | -26.0% | +30.5% | +15.1% |
| 3M | -30.9% | -33.3% | +2.3% | -21.9% |
| 6M | +29.9% | -14.9% | +44.8% | +35.3% |
| YTD | +55.4% | -8.6% | +64.0% | +57.3% |
| 1Y | +94.1% | +12.3% | +81.8% | +86.2% |
| 3Y | +892.2% | +174.4% | +717.8% | +704.6% |
| 5Y | -26.7% | +296.4% | -323.2% | -42.7% |
| All | +94.9% | +886.0% | -791.2% | +60.0% |
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