+125.5%
WULF vs FND
+57.3%
+68.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +15.6% | -0.8% | +16.4% | +15.8% |
| 30D | +5.7% | -19.6% | +25.3% | +12.4% |
| 3M | -32.3% | -4.3% | -27.9% | -32.7% |
| 6M | +23.7% | -20.4% | +44.1% | +29.5% |
| YTD | +49.1% | -21.9% | +70.9% | +57.3% |
| 1Y | +66.3% | -45.2% | +111.5% | +93.3% |
| 3Y | +851.7% | -49.2% | +900.9% | +1,008.5% |
| 5Y | -30.9% | -61.8% | +30.9% | -19.4% |
| All | +125.5% | +57.3% | +68.2% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling