-22.1%
WULF vs FTI
+57.1%
-79.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.4% | -3.3% | -5.3% |
| 7D | -12.8% | -9.7% | -3.2% | -9.2% |
| 30D | -20.9% | -8.2% | -12.7% | -18.0% |
| 3M | -38.0% | -7.8% | -30.2% | -35.7% |
| 6M | -47.5% | -13.4% | -34.1% | -43.6% |
| YTD | +1.8% | +45.1% | -43.2% | -38.8% |
| 1Y | -22.1% | +54.6% | -76.6% | -59.7% |
| All | -22.1% | +57.1% | -79.2% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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