+878.9%
WULF vs FND
-50.3%
+929.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | +1.4% | -5.8% | +7.1% | +3.7% |
| 30D | -2.6% | -20.2% | +17.6% | +6.3% |
| 3M | -34.0% | -12.0% | -22.0% | -32.6% |
| 6M | +10.0% | -18.5% | +28.5% | +15.8% |
| YTD | +45.7% | -22.3% | +67.9% | +57.2% |
| 1Y | +57.3% | -47.6% | +105.0% | +101.4% |
| 3Y | +878.9% | -49.8% | +928.7% | +994.0% |
| All | +878.9% | -50.3% | +929.2% | +994.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling