+892.2%
WULF vs DAL
+98.4%
+793.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.5% | +9.7% | +9.5% |
| 7D | +21.9% | +3.4% | +18.5% | +18.4% |
| 30D | +4.6% | -13.6% | +18.1% | +17.9% |
| 3M | -30.9% | +1.2% | -32.1% | -32.2% |
| 6M | +29.9% | +34.5% | -4.6% | -0.3% |
| YTD | +55.4% | +14.7% | +40.8% | +36.4% |
| 1Y | +94.1% | +29.2% | +64.9% | +52.5% |
| 3Y | +892.2% | +100.0% | +792.2% | +424.0% |
| All | +892.2% | +98.4% | +793.8% | +424.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling