+1,222.8%
WULF vs FIVE
+42.3%
+1,180.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +6.7% |
| 7D | +14.2% | -0.5% | +14.7% | +14.6% |
| 30D | -0.1% | +17.4% | -17.5% | -4.7% |
| 3M | -20.2% | +7.0% | -27.3% | -22.2% |
| 6M | -42.8% | +20.5% | -63.3% | -46.8% |
| YTD | +16.3% | +33.1% | -16.8% | +5.7% |
| 1Y | +8.0% | +67.1% | -59.1% | -7.9% |
| All | +1,222.8% | +42.3% | +1,180.5% | +1,000.6% |
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