-13.4%
WULF vs FN
-20.4%
+7.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +11.9% | -3.0% | +1.5% |
| 7D | +13.2% | +16.3% | -3.1% | +3.8% |
| 30D | -10.1% | -24.7% | +14.7% | +5.8% |
| 3M | -27.5% | -34.9% | +7.4% | -8.8% |
| 6M | -47.1% | -41.1% | -6.0% | -31.8% |
| YTD | +7.7% | -19.6% | +27.4% | +5.8% |
| All | -13.4% | -20.4% | +7.0% | -13.8% |
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