+68.4%
WULF vs DECK
+718.3%
-649.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.3% |
| 7D | +7.6% | -2.2% | +9.8% | +8.3% |
| 30D | -8.6% | -13.6% | +5.0% | -5.2% |
| 3M | -37.0% | -21.2% | -15.7% | -33.4% |
| 6M | +7.4% | -21.1% | +28.5% | +13.7% |
| YTD | +43.7% | -17.2% | +60.9% | +48.6% |
| 1Y | +86.1% | -30.7% | +116.9% | +100.1% |
| 3Y | +733.8% | -3.4% | +737.2% | +716.7% |
| 5Y | -33.6% | +25.5% | -59.1% | -41.9% |
| All | +68.4% | +718.3% | -649.9% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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