+35.4%
WULF vs FPS
+12.3%
+23.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.8% | 0.0% | -1.8% |
| 7D | -0.6% | -4.6% | +4.0% | +2.9% |
| 30D | -3.6% | -22.6% | +18.9% | +15.3% |
| 3M | -30.4% | -45.1% | +14.7% | +1.5% |
| 6M | +12.5% | -17.8% | +30.3% | +20.8% |
| All | +35.4% | +12.3% | +23.1% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling