-22.1%
WULF vs FTV
+37.8%
-59.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.3% | -8.9% | -6.8% |
| 7D | -12.8% | +6.6% | -19.4% | -13.3% |
| 30D | -20.9% | +19.1% | -40.0% | -22.2% |
| 3M | -38.0% | +13.1% | -51.1% | -38.8% |
| 6M | -47.5% | +14.0% | -61.5% | -47.6% |
| YTD | +1.8% | +24.2% | -22.4% | +4.9% |
| 1Y | -22.1% | +36.4% | -58.4% | -10.5% |
| All | -22.1% | +37.8% | -59.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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