+82.7%
WULF vs DD
+66.6%
+16.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | -3.5% | +4.9% | +3.2% |
| 30D | -2.6% | -11.7% | +9.0% | +3.6% |
| 3M | -34.0% | -9.2% | -24.7% | -30.7% |
| 6M | +10.0% | -7.2% | +17.2% | +14.8% |
| YTD | +45.7% | +6.6% | +39.1% | +43.4% |
| 1Y | +57.3% | +32.0% | +25.3% | +40.0% |
| 3Y | +878.9% | +42.1% | +836.8% | +757.4% |
| 5Y | -28.3% | +58.1% | -86.4% | -39.0% |
| All | +82.7% | +66.6% | +16.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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