+86.9%
WULF vs DAL
+126.9%
-40.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +15.6% | +0.8% | +14.8% | +15.2% |
| 30D | +5.7% | -11.7% | +17.5% | +11.6% |
| 3M | -32.3% | -2.7% | -29.6% | -31.5% |
| 6M | +23.7% | +30.7% | -7.0% | +10.2% |
| YTD | +49.1% | +14.4% | +34.7% | +40.9% |
| 1Y | +66.3% | +31.2% | +35.1% | +48.4% |
| 3Y | +851.7% | +99.4% | +752.2% | +636.7% |
| 5Y | -30.9% | +98.6% | -129.5% | -47.0% |
| 10Y | +86.9% | +135.0% | -48.1% | +53.4% |
| All | +86.9% | +126.9% | -40.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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