+86.1%
WULF vs FOXA
+9.1%
+77.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +0.9% |
| 7D | +7.6% | -4.0% | +11.5% | +6.4% |
| 30D | -8.6% | +12.0% | -20.6% | -5.4% |
| 3M | -37.0% | +0.3% | -37.2% | -34.8% |
| 6M | +7.4% | +12.5% | -5.1% | +13.3% |
| YTD | +43.7% | -9.6% | +53.3% | +46.6% |
| 1Y | +86.1% | +8.6% | +77.5% | +99.6% |
| All | +86.1% | +9.1% | +77.0% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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