-55.4%
WULF vs DAL
+118.7%
-174.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.1% |
| 7D | +0.2% | +10.7% | -10.5% | -7.6% |
| 30D | -8.8% | +12.5% | -21.3% | -17.1% |
| 3M | -22.5% | +3.6% | -26.1% | -24.9% |
| 6M | -46.3% | +26.7% | -73.0% | -56.0% |
| YTD | +9.3% | +34.3% | -25.0% | -14.4% |
| 1Y | -12.2% | +59.1% | -71.3% | -39.8% |
| 3Y | +1,181.6% | +179.9% | +1,001.8% | +450.9% |
| 5Y | -55.4% | +119.1% | -174.6% | -80.2% |
| All | -55.4% | +118.7% | -174.1% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling