+878.9%
WULF vs FTAI
+424.1%
+454.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.4% |
| 7D | +1.4% | -5.2% | +6.6% | +3.7% |
| 30D | -2.6% | -17.9% | +15.3% | +5.4% |
| 3M | -34.0% | -22.7% | -11.2% | -27.1% |
| 6M | +10.0% | -28.0% | +38.0% | +24.2% |
| YTD | +45.7% | -5.0% | +50.6% | +50.4% |
| 1Y | +57.3% | +10.4% | +46.9% | +54.0% |
| 3Y | +878.9% | +425.2% | +453.7% | +238.9% |
| All | +878.9% | +424.1% | +454.9% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 3y: compounded portfolio wealth divided by compounded FTAI 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…
3y analysis · Full analysis span regression · 6 months rolling