+82.7%
WULF vs FIVN
+118.5%
-35.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.4% |
| 7D | +1.4% | -7.8% | +9.2% | +3.1% |
| 30D | -2.6% | -1.7% | -0.9% | -2.8% |
| 3M | -34.0% | +47.2% | -81.2% | -41.4% |
| 6M | +10.0% | +82.7% | -72.7% | -10.7% |
| YTD | +45.7% | +52.9% | -7.2% | +22.3% |
| 1Y | +57.3% | +17.5% | +39.9% | +42.5% |
| 3Y | +878.9% | -55.8% | +934.8% | +1,018.1% |
| 5Y | -28.3% | -82.3% | +54.0% | -12.4% |
| All | +82.7% | +118.5% | -35.9% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling