+878.9%
WULF vs FTI
+267.9%
+611.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.1% |
| 7D | +1.4% | -4.4% | +5.8% | +4.3% |
| 30D | -2.6% | +1.5% | -4.1% | -3.5% |
| 3M | -34.0% | +8.2% | -42.2% | -38.5% |
| 6M | +10.0% | +18.8% | -8.8% | -6.4% |
| YTD | +45.7% | +71.7% | -26.0% | -4.7% |
| 1Y | +57.3% | +90.0% | -32.7% | -5.9% |
| 3Y | +878.9% | +270.5% | +608.5% | +292.9% |
| All | +878.9% | +267.9% | +611.1% | +292.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling