+53.0%
WULF vs DAL
+30.6%
+22.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.1% | -5.3% |
| 7D | -0.6% | -0.6% | +0.1% | -0.1% |
| 30D | -3.6% | -13.5% | +9.8% | +7.6% |
| 3M | -30.4% | +2.6% | -33.0% | -32.4% |
| 6M | +12.5% | +32.7% | -20.2% | -10.7% |
| YTD | +40.5% | +13.6% | +26.8% | +25.6% |
| 1Y | +53.0% | +28.8% | +24.1% | +20.0% |
| All | +53.0% | +30.6% | +22.4% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling