+120.0%
WULF vs FN
+2,887.5%
-2,767.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +11.7% | +1.1% | +10.3% |
| 7D | -3.1% | 0.0% | -3.0% | -2.6% |
| 30D | -21.0% | -34.3% | +13.3% | -13.4% |
| 3M | -35.5% | -39.9% | +4.4% | -28.1% |
| 6M | -55.8% | -51.8% | -4.0% | -48.9% |
| YTD | -1.0% | -28.1% | +27.1% | +6.4% |
| 1Y | -20.4% | -29.1% | +8.7% | -13.9% |
| 3Y | +972.6% | +102.4% | +870.2% | +935.3% |
| 5Y | -54.5% | +171.7% | -226.1% | -56.8% |
| 10Y | +23.7% | +773.5% | -749.8% | +19.4% |
| All | +120.0% | +2,887.5% | -2,767.5% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling