+25.5%
WULF vs DECK
+874.1%
-848.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.2% | +14.0% | +13.1% |
| 7D | -3.1% | +5.8% | -8.8% | -4.9% |
| 30D | -21.0% | +7.9% | -28.9% | -23.0% |
| 3M | -35.5% | -11.4% | -24.1% | -33.7% |
| 6M | -55.8% | -16.6% | -39.3% | -54.2% |
| YTD | -1.0% | -16.4% | +15.3% | +1.8% |
| 1Y | -20.4% | +8.6% | -29.0% | -24.6% |
| 3Y | +972.6% | -15.1% | +987.8% | +984.8% |
| 5Y | -54.5% | +22.9% | -77.3% | -60.6% |
| All | +25.5% | +874.1% | -848.6% | +24.2% |
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