+1,695.0%
WULF vs DECK
+8,601.9%
-6,906.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.7% |
| 7D | +7.6% | -2.2% | +9.8% | +7.7% |
| 30D | -8.6% | -13.6% | +5.0% | -8.1% |
| 3M | -37.0% | -21.2% | -15.7% | -36.4% |
| 6M | +7.4% | -21.1% | +28.5% | +8.4% |
| YTD | +43.7% | -17.2% | +60.9% | +44.6% |
| 1Y | +86.1% | -30.7% | +116.9% | +88.3% |
| 3Y | +733.8% | -3.4% | +737.2% | +737.1% |
| 5Y | -33.6% | +25.5% | -59.1% | -34.1% |
| 10Y | +76.1% | +714.7% | -638.6% | +75.2% |
| All | +1,695.0% | +8,601.9% | -6,906.9% | +1,692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling