+1,654.8%
WULF vs DE
+8,858.4%
-7,203.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | -3.6% | +9.7% | -13.3% | -5.4% |
| 3M | -30.4% | +21.4% | -51.8% | -32.9% |
| 6M | +12.5% | +15.0% | -2.5% | +9.6% |
| YTD | +40.5% | +46.4% | -5.9% | +31.1% |
| 1Y | +53.0% | +45.6% | +7.4% | +42.4% |
| 3Y | +796.7% | +76.8% | +719.9% | +713.7% |
| 5Y | -30.9% | +99.4% | -130.3% | -37.6% |
| 10Y | +76.1% | +864.6% | -788.4% | +35.2% |
| All | +1,654.8% | +8,858.4% | -7,203.7% | +989.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling