+76.1%
WULF vs FIVE
+483.6%
-407.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.4% | -5.1% |
| 7D | -0.6% | +0.6% | -1.1% | -0.7% |
| 30D | -3.6% | +3.0% | -6.6% | -4.8% |
| 3M | -30.4% | +23.2% | -53.6% | -35.2% |
| 6M | +12.5% | +9.2% | +3.3% | +8.0% |
| YTD | +40.5% | +28.1% | +12.4% | +28.8% |
| 1Y | +53.0% | +65.3% | -12.3% | +29.7% |
| 3Y | +796.7% | +49.4% | +747.3% | +629.3% |
| 5Y | -30.9% | +29.5% | -60.4% | -42.5% |
| All | +76.1% | +483.6% | -407.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling