+88.7%
WULF vs FTV
+87.0%
+1.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.5% |
| 7D | +15.6% | -1.3% | +16.9% | +16.4% |
| 30D | +5.7% | -9.5% | +15.3% | +11.2% |
| 3M | -32.3% | -10.9% | -21.4% | -28.5% |
| 6M | +23.7% | -0.6% | +24.3% | +23.4% |
| YTD | +49.1% | +1.4% | +47.7% | +45.6% |
| 1Y | +66.3% | +17.6% | +48.7% | +48.2% |
| 3Y | +851.7% | -3.3% | +854.9% | +873.4% |
| 5Y | -30.9% | -0.1% | -30.8% | -32.2% |
| 10Y | +86.9% | +82.5% | +4.4% | +83.9% |
| All | +88.7% | +87.0% | +1.7% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling