+1,695.0%
WULF vs D
+1,369.3%
+325.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +7.6% | +1.5% | +6.1% | +7.5% |
| 30D | -8.6% | -2.6% | -6.0% | -8.5% |
| 3M | -37.0% | 0.0% | -37.0% | -37.0% |
| 6M | +7.4% | +7.4% | +0.1% | +6.8% |
| YTD | +43.7% | +15.9% | +27.8% | +42.1% |
| 1Y | +86.1% | +18.1% | +68.0% | +83.7% |
| 3Y | +733.8% | +58.4% | +675.5% | +698.2% |
| 5Y | -33.6% | +5.2% | -38.8% | -34.7% |
| 10Y | +76.1% | +35.9% | +40.2% | +70.6% |
| All | +1,695.0% | +1,369.3% | +325.7% | +1,674.9% |
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