+42.6%
WULF vs DECK
+806.8%
-764.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +7.9% | +6.8% |
| 7D | +14.2% | -0.8% | +15.0% | +14.5% |
| 30D | -0.1% | +4.9% | -5.0% | -1.6% |
| 3M | -20.2% | -5.8% | -14.4% | -19.4% |
| 6M | -42.8% | -8.6% | -34.3% | -42.3% |
| YTD | +16.3% | -14.7% | +31.0% | +19.0% |
| 1Y | +8.0% | +6.9% | +1.1% | +3.0% |
| 3Y | +1,263.3% | -16.2% | +1,279.5% | +1,282.9% |
| 5Y | -53.5% | +25.3% | -78.8% | -59.9% |
| 10Y | +42.6% | +781.3% | -738.7% | +42.6% |
| All | +42.6% | +806.8% | -764.2% | +42.6% |
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