+1,272.1%
WULF vs D
+1,409.9%
-137.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +11.0% | -1.4% | +12.4% | +11.1% |
| 30D | +9.4% | +7.7% | +1.6% | +8.8% |
| 3M | -22.6% | -0.3% | -22.3% | -22.7% |
| 6M | -45.4% | +10.1% | -55.5% | -45.9% |
| YTD | +9.8% | +19.1% | -9.2% | +8.4% |
| 1Y | +8.0% | +15.9% | -7.9% | +6.8% |
| 3Y | +1,149.5% | +75.0% | +1,074.5% | +1,086.7% |
| 5Y | -55.6% | +13.4% | -69.0% | -56.6% |
| 10Y | +34.7% | +47.5% | -12.8% | +29.9% |
| All | +1,272.1% | +1,409.9% | -137.8% | +1,253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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