+791.1%
WULF vs FTI
+2,107.5%
-1,316.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | +15.6% | -2.3% | +17.9% | +16.0% |
| 30D | +5.7% | +5.0% | +0.7% | +4.8% |
| 3M | -32.3% | +13.8% | -46.1% | -34.2% |
| 6M | +23.7% | +22.9% | +0.8% | +18.4% |
| YTD | +49.1% | +75.0% | -25.9% | +34.4% |
| 1Y | +66.3% | +96.9% | -30.6% | +46.5% |
| 3Y | +851.7% | +276.7% | +574.9% | +662.4% |
| 5Y | -30.9% | +1,157.0% | -1,187.9% | -52.4% |
| 10Y | +86.9% | +310.7% | -223.8% | +37.0% |
| All | +791.1% | +2,107.5% | -1,316.4% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling