+797.3%
WULF vs FN
+166.1%
+631.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | -0.1% |
| 7D | +7.6% | -1.7% | +9.2% | +8.6% |
| 30D | -8.6% | -22.0% | +13.4% | +4.4% |
| 3M | -37.0% | -43.0% | +6.0% | -14.6% |
| 6M | +7.4% | -27.7% | +35.2% | +21.9% |
| YTD | +43.7% | -10.5% | +54.2% | +38.5% |
| 1Y | +86.1% | +12.5% | +73.6% | +54.2% |
| All | +797.3% | +166.1% | +631.2% | +290.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling