-55.8%
WULF vs FN
-52.0%
-3.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +11.7% | +1.1% | +5.0% |
| 7D | -3.1% | 0.0% | -3.0% | -2.5% |
| 30D | -21.0% | -34.3% | +13.3% | +0.8% |
| 3M | -35.5% | -39.9% | +4.4% | -14.9% |
| 6M | -55.8% | -51.8% | -4.0% | -37.9% |
| All | -55.8% | -52.0% | -3.9% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling