-16.6%
WULF vs FWONK
+276.9%
-293.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.6% | -7.7% | +5.1% | -1.0% |
| 3M | -34.0% | +5.7% | -39.7% | -35.3% |
| 6M | +10.0% | +13.5% | -3.5% | +5.9% |
| YTD | +45.7% | -3.0% | +48.7% | +45.0% |
| 1Y | +57.3% | -6.4% | +63.7% | +57.8% |
| 3Y | +878.9% | +43.8% | +835.1% | +789.5% |
| 5Y | -28.3% | +98.6% | -126.9% | -38.2% |
| 10Y | +82.7% | +340.0% | -257.3% | +47.4% |
| All | -16.6% | +276.9% | -293.5% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling