+82.6%
WULF vs DAL
+363.8%
-281.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +11.0% | -1.1% | +12.1% | +11.3% |
| 30D | +9.4% | +12.8% | -3.5% | +6.6% |
| 3M | -22.6% | -5.3% | -17.3% | -21.7% |
| 6M | -45.4% | +22.4% | -67.8% | -47.5% |
| YTD | +9.8% | +25.6% | -15.8% | +5.4% |
| 1Y | +8.0% | +45.5% | -37.5% | +0.9% |
| 3Y | +1,149.5% | +161.0% | +988.5% | +976.0% |
| 5Y | -55.6% | +112.2% | -167.8% | -60.6% |
| 10Y | +34.7% | +109.1% | -74.4% | +16.7% |
| All | +82.6% | +363.8% | -281.3% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling