+130.2%
WULF vs FIVE
+868.1%
-737.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.5% |
| 7D | +7.6% | +4.3% | +3.3% | +6.5% |
| 30D | -8.6% | +12.5% | -21.1% | -11.5% |
| 3M | -37.0% | +31.2% | -68.2% | -41.3% |
| 6M | +7.4% | +14.4% | -6.9% | +3.0% |
| YTD | +43.7% | +33.9% | +9.8% | +33.1% |
| 1Y | +86.1% | +65.1% | +21.1% | +63.9% |
| 3Y | +733.8% | +49.0% | +684.9% | +610.2% |
| 5Y | -33.6% | +30.3% | -63.9% | -42.9% |
| 10Y | +76.1% | +481.1% | -405.0% | +41.2% |
| All | +130.2% | +868.1% | -737.9% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling