-19.3%
WULF vs FIVN
+285.7%
-305.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.5% |
| 7D | +1.4% | -7.8% | +9.2% | +2.8% |
| 30D | -2.6% | -1.7% | -0.9% | -2.7% |
| 3M | -34.0% | +47.2% | -81.2% | -39.9% |
| 6M | +10.0% | +82.7% | -72.7% | -6.5% |
| YTD | +45.7% | +52.9% | -7.2% | +27.2% |
| 1Y | +57.3% | +17.5% | +39.9% | +45.7% |
| 3Y | +878.9% | -55.8% | +934.8% | +977.5% |
| 5Y | -28.3% | -82.3% | +54.0% | -17.7% |
| 10Y | +82.7% | +116.5% | -33.9% | +112.4% |
| All | -19.3% | +285.7% | -305.0% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling