-59.6%
WULF vs DECK
+25.8%
-85.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.5% | -12.3% | -13.1% |
| 7D | -20.9% | +6.0% | -27.0% | -23.5% |
| 30D | -32.7% | +7.4% | -40.1% | -35.3% |
| 3M | -44.2% | -11.7% | -32.6% | -41.4% |
| 6M | -57.1% | -11.0% | -46.1% | -55.9% |
| YTD | -12.3% | -15.4% | +3.1% | -9.1% |
| 1Y | -34.4% | +7.2% | -41.6% | -41.2% |
| 3Y | +776.5% | -11.8% | +788.4% | +644.7% |
| 5Y | -59.6% | +24.3% | -84.0% | -72.9% |
| All | -59.6% | +25.8% | -85.4% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling