+972.6%
WULF vs DECK
-13.4%
+986.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.2% | +14.0% | +13.2% |
| 7D | -3.1% | +5.8% | -8.8% | -5.3% |
| 30D | -21.0% | +7.9% | -28.9% | -23.4% |
| 3M | -35.5% | -11.4% | -24.1% | -33.2% |
| 6M | -55.8% | -16.6% | -39.3% | -53.8% |
| YTD | -1.0% | -16.4% | +15.3% | +2.7% |
| 1Y | -20.4% | +8.6% | -29.0% | -26.8% |
| 3Y | +972.6% | -15.1% | +987.8% | +757.0% |
| All | +972.6% | -13.4% | +986.0% | +757.0% |
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