+82.7%
WULF vs FTNT
+2,095.7%
-2,013.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.2% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -2.6% | -3.0% | +0.3% | -2.2% |
| 3M | -34.0% | +7.6% | -41.6% | -35.8% |
| 6M | +10.0% | +87.0% | -77.0% | -11.1% |
| YTD | +45.7% | +96.5% | -50.8% | +15.7% |
| 1Y | +57.3% | +92.9% | -35.6% | +25.7% |
| 3Y | +878.9% | +139.8% | +739.1% | +633.9% |
| 5Y | -28.3% | +151.3% | -179.6% | -47.7% |
| All | +82.7% | +2,095.7% | -2,013.0% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 10y: compounded portfolio wealth divided by compounded FTNT 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…
10y analysis · Full analysis span regression · 6 months rolling