-22.1%
WULF vs FND
-10.3%
-11.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +10.9% | -17.5% | -9.3% |
| 7D | -12.8% | +12.3% | -25.1% | -15.8% |
| 30D | -20.9% | +14.7% | -35.6% | -24.3% |
| 3M | -38.0% | -12.0% | -26.0% | -35.4% |
| 6M | -47.5% | +10.8% | -58.3% | -52.7% |
| YTD | +1.8% | -12.3% | +14.1% | +6.2% |
| 1Y | -22.1% | -13.4% | -8.7% | -18.6% |
| All | -22.1% | -10.3% | -11.8% | -18.6% |
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