+86.1%
WULF vs DFNS
-98.3%
+184.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +7.6% | -16.0% | +23.6% | +8.1% |
| 30D | -8.6% | -77.7% | +69.1% | -5.5% |
| 3M | -37.0% | -77.2% | +40.2% | -21.5% |
| 6M | +7.4% | -95.2% | +102.6% | +71.9% |
| YTD | +43.7% | -98.0% | +141.7% | +161.2% |
| 1Y | +86.1% | -98.3% | +184.4% | +299.3% |
| All | +86.1% | -98.3% | +184.4% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling