+82.7%
WULF vs DE
+863.9%
-781.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | -2.6% | +4.0% | +2.4% |
| 30D | -2.6% | +9.0% | -11.6% | -6.3% |
| 3M | -34.0% | +19.1% | -53.1% | -38.9% |
| 6M | +10.0% | +14.4% | -4.4% | +3.7% |
| YTD | +45.7% | +45.9% | -0.3% | +23.7% |
| 1Y | +57.3% | +43.6% | +13.7% | +33.3% |
| 3Y | +878.9% | +75.9% | +803.1% | +670.4% |
| 5Y | -28.3% | +98.8% | -127.1% | -44.0% |
| All | +82.7% | +863.9% | -781.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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