-22.1%
WULF vs FSLY
+161.0%
-183.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.5% | -6.6% |
| 7D | -12.8% | -22.2% | +9.4% | -11.1% |
| 30D | -20.9% | -19.1% | -1.8% | -19.6% |
| 3M | -38.0% | -15.7% | -22.3% | -37.3% |
| 6M | -47.5% | -23.5% | -24.0% | -47.2% |
| YTD | +1.8% | +106.6% | -104.8% | -1.3% |
| 1Y | -22.1% | +164.3% | -186.3% | -22.7% |
| All | -22.1% | +161.0% | -183.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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