-28.9%
WULF vs FRSH
-72.5%
+43.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | -6.6% | +8.0% | +4.2% |
| 30D | -2.6% | +2.1% | -4.7% | -4.7% |
| 3M | -34.0% | +29.0% | -62.9% | -43.4% |
| 6M | +10.0% | +48.6% | -38.6% | -14.7% |
| YTD | +45.7% | -2.9% | +48.6% | +35.9% |
| 1Y | +57.3% | -7.9% | +65.2% | +50.2% |
| 3Y | +878.9% | -46.5% | +925.5% | +1,133.7% |
| All | -28.9% | -72.5% | +43.7% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling