-30.9%
WULF vs FSLY
-50.4%
+19.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.6% | +7.5% | -8.1% | -2.5% |
| 30D | -3.6% | -21.1% | +17.4% | +1.9% |
| 3M | -30.4% | +21.8% | -52.2% | -35.7% |
| 6M | +12.5% | -0.1% | +12.6% | +1.1% |
| YTD | +40.5% | +123.1% | -82.6% | -10.1% |
| 1Y | +53.0% | +208.6% | -155.6% | -17.5% |
| 3Y | +796.7% | -1.3% | +797.9% | +572.0% |
| 5Y | -30.9% | -48.4% | +17.5% | -53.8% |
| All | -30.9% | -50.4% | +19.6% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling