+49.8%
WULF vs FPS
+24.3%
+25.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.1% | +5.1% | +6.1% |
| 7D | +21.9% | +10.4% | +11.5% | +14.2% |
| 30D | +4.6% | -16.5% | +21.1% | +18.7% |
| 3M | -30.9% | -45.5% | +14.6% | 0.0% |
| 6M | +29.9% | +2.1% | +27.8% | +19.5% |
| All | +49.8% | +24.3% | +25.6% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling