+3.2%
WULF vs FN
-21.9%
+25.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +0.1% |
| 7D | +29.4% | +20.8% | +8.6% | +15.2% |
| 30D | -1.3% | -17.3% | +16.0% | +10.5% |
| 3M | -24.1% | -38.1% | +14.0% | -2.0% |
| 6M | -42.8% | -44.2% | +1.4% | -24.3% |
| YTD | +13.5% | -22.3% | +35.8% | +15.1% |
| 1Y | +3.2% | -20.9% | +24.1% | +2.7% |
| All | +3.2% | -21.9% | +25.1% | +2.7% |
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