+86.3%
WULF vs FIVE
+862.5%
-776.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +6.6% |
| 7D | +14.2% | -0.5% | +14.7% | +14.5% |
| 30D | -0.1% | +17.4% | -17.5% | -3.8% |
| 3M | -20.2% | +7.0% | -27.3% | -21.8% |
| 6M | -42.8% | +20.5% | -63.3% | -45.9% |
| YTD | +16.3% | +33.1% | -16.8% | +7.8% |
| 1Y | +8.0% | +67.1% | -59.1% | -4.9% |
| 3Y | +1,263.3% | +41.9% | +1,221.4% | +1,070.3% |
| 5Y | -53.5% | +21.1% | -74.6% | -59.8% |
| 10Y | +42.6% | +518.8% | -476.2% | +14.4% |
| All | +86.3% | +862.5% | -776.2% | +55.7% |
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