+892.2%
WULF vs FIVE
+59.0%
+833.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.4% | +8.0% |
| 7D | +21.9% | +3.7% | +18.2% | +20.5% |
| 30D | +4.6% | +4.0% | +0.6% | +2.9% |
| 3M | -30.9% | +36.2% | -67.2% | -38.0% |
| 6M | +29.9% | +18.0% | +11.9% | +21.5% |
| YTD | +55.4% | +34.9% | +20.6% | +39.9% |
| 1Y | +94.1% | +67.9% | +26.2% | +62.7% |
| 3Y | +892.2% | +57.3% | +834.9% | +647.3% |
| All | +892.2% | +59.0% | +833.2% | +647.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling