-1.8%
WULF vs FPS
-13.7%
+11.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -17.3% | +10.7% | +4.8% |
| 7D | -12.8% | -23.3% | +10.5% | +3.2% |
| 30D | -20.9% | -42.4% | +21.5% | +11.6% |
| 3M | -38.0% | -43.0% | +5.0% | -12.7% |
| 6M | -47.5% | -44.5% | -3.0% | -28.1% |
| All | -1.8% | -13.7% | +11.8% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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