+86.1%
WULF vs FWONK
-4.6%
+90.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.3% |
| 7D | +7.6% | -6.2% | +13.7% | +5.7% |
| 30D | -8.6% | -0.6% | -8.1% | -8.8% |
| 3M | -37.0% | +11.1% | -48.0% | -37.6% |
| 6M | +7.4% | +11.7% | -4.3% | +5.8% |
| YTD | +43.7% | -3.1% | +46.7% | +47.0% |
| 1Y | +86.1% | -4.2% | +90.3% | +91.9% |
| All | +86.1% | -4.6% | +90.7% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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