+81.8%
WULF vs FIVE
+848.8%
-766.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | +29.4% | +2.4% | +26.9% | +28.7% |
| 30D | -1.3% | +15.8% | -17.1% | -4.7% |
| 3M | -24.1% | +3.8% | -27.9% | -25.1% |
| 6M | -42.8% | +18.5% | -61.3% | -45.7% |
| YTD | +13.5% | +31.2% | -17.7% | +5.6% |
| 1Y | +3.2% | +61.8% | -58.7% | -8.5% |
| 3Y | +1,230.6% | +39.9% | +1,190.7% | +1,046.1% |
| 5Y | -54.1% | +18.3% | -72.4% | -60.1% |
| 10Y | +39.2% | +510.0% | -470.8% | +12.0% |
| All | +81.8% | +848.8% | -766.9% | +52.5% |
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