+86.9%
WULF vs FIVE
+497.8%
-410.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.3% |
| 7D | +15.6% | +1.7% | +13.9% | +15.0% |
| 30D | +5.7% | +5.0% | +0.7% | +3.8% |
| 3M | -32.3% | +29.5% | -61.8% | -37.9% |
| 6M | +23.7% | +12.4% | +11.3% | +17.6% |
| YTD | +49.1% | +31.2% | +17.9% | +35.7% |
| 1Y | +66.3% | +72.9% | -6.5% | +39.1% |
| 3Y | +851.7% | +53.0% | +798.7% | +668.3% |
| 5Y | -30.9% | +34.2% | -65.1% | -43.0% |
| All | +86.9% | +497.8% | -410.9% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling