+86.1%
WULF vs FRSH
-3.3%
+89.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.7% | +6.4% | +0.9% |
| 7D | +7.6% | -8.2% | +15.7% | +5.9% |
| 30D | -8.6% | +10.5% | -19.1% | -6.7% |
| 3M | -37.0% | +32.7% | -69.7% | -34.0% |
| 6M | +7.4% | +50.3% | -42.9% | +13.2% |
| YTD | +43.7% | +3.9% | +39.8% | +51.4% |
| 1Y | +86.1% | -2.2% | +88.3% | +108.6% |
| All | +86.1% | -3.3% | +89.5% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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