+1,762.4%
WULF vs DD
+853.9%
+908.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.6% |
| 7D | +15.6% | -3.8% | +19.4% | +16.5% |
| 30D | +5.7% | -9.2% | +15.0% | +7.9% |
| 3M | -32.3% | -9.0% | -23.3% | -30.9% |
| 6M | +23.7% | -5.0% | +28.6% | +25.5% |
| YTD | +49.1% | +7.4% | +41.7% | +48.1% |
| 1Y | +66.3% | +35.1% | +31.2% | +58.1% |
| 3Y | +851.7% | +43.2% | +808.5% | +805.4% |
| 5Y | -30.9% | +59.6% | -90.6% | -34.9% |
| 10Y | +86.9% | +66.5% | +20.4% | +72.1% |
| All | +1,762.4% | +853.9% | +908.5% | +1,359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling