+82.7%
WULF vs FXI
+17.1%
+65.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +1.4% | -3.9% | +5.3% | +3.6% |
| 30D | -2.6% | -2.1% | -0.5% | -1.6% |
| 3M | -34.0% | -0.5% | -33.5% | -34.1% |
| 6M | +10.0% | -4.5% | +14.5% | +13.2% |
| YTD | +45.7% | -9.2% | +54.9% | +55.1% |
| 1Y | +57.3% | -13.8% | +71.1% | +71.9% |
| 3Y | +878.9% | +36.6% | +842.4% | +715.5% |
| 5Y | -28.3% | -6.7% | -21.6% | -30.6% |
| All | +82.7% | +17.1% | +65.6% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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