+850.9%
WULF vs DECK
-12.4%
+863.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.5% | -12.3% | -13.3% |
| 7D | -20.9% | +6.0% | -27.0% | -22.7% |
| 30D | -32.7% | +7.4% | -40.1% | -34.5% |
| 3M | -44.2% | -11.7% | -32.6% | -42.2% |
| 6M | -57.1% | -11.0% | -46.1% | -56.2% |
| YTD | -12.3% | -15.4% | +3.1% | -9.3% |
| 1Y | -34.4% | +7.2% | -41.6% | -39.2% |
| All | +850.9% | -12.4% | +863.3% | +657.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling