+86.1%
WULF vs FND
-36.4%
+122.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | +7.6% | -5.2% | +12.8% | +9.1% |
| 30D | -8.6% | -19.9% | +11.2% | -2.9% |
| 3M | -37.0% | +2.7% | -39.7% | -40.3% |
| 6M | +7.4% | -21.7% | +29.1% | +14.9% |
| YTD | +43.7% | -17.5% | +61.2% | +53.9% |
| 1Y | +86.1% | -39.3% | +125.4% | +103.9% |
| All | +86.1% | -36.4% | +122.5% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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