-57.9%
WULF vs FN
+170.4%
-228.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +11.7% | +1.1% | +6.4% |
| 7D | -3.1% | 0.0% | -3.0% | -2.3% |
| 30D | -21.0% | -34.3% | +13.3% | -0.5% |
| 3M | -35.5% | -39.9% | +4.4% | -15.9% |
| 6M | -55.8% | -51.8% | -4.0% | -36.9% |
| YTD | -1.0% | -28.1% | +27.1% | +11.0% |
| 1Y | -20.4% | -29.1% | +8.7% | -9.6% |
| 3Y | +972.6% | +102.4% | +870.2% | +639.4% |
| All | -57.9% | +170.4% | -228.3% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling