-22.1%
WULF vs DFNS
-99.6%
+77.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -18.3% | +11.7% | -6.1% |
| 7D | -12.8% | -27.7% | +14.8% | -12.0% |
| 30D | -20.9% | -58.0% | +37.1% | -19.0% |
| 3M | -38.0% | -94.0% | +56.0% | -33.6% |
| 6M | -47.5% | -94.6% | +47.1% | -24.1% |
| YTD | +1.8% | -99.4% | +101.3% | +168.1% |
| 1Y | -22.1% | -99.6% | +77.6% | +140.8% |
| All | -22.1% | -99.6% | +77.6% | +140.8% |
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