+422.2%
WULF vs DFNS
-99.9%
+522.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.3% | +3.7% |
| 7D | +1.4% | -6.3% | +7.7% | +1.4% |
| 30D | -2.6% | -74.0% | +71.3% | -2.4% |
| 3M | -34.0% | -70.1% | +36.2% | -33.8% |
| 6M | +10.0% | -93.9% | +103.9% | +10.4% |
| YTD | +45.7% | -98.1% | +143.8% | +46.2% |
| 1Y | +57.3% | -98.3% | +155.6% | +58.0% |
| 3Y | +878.9% | -99.9% | +978.8% | +864.1% |
| 5Y | -28.3% | -99.9% | +71.6% | -35.8% |
| All | +422.2% | -99.9% | +522.1% | +366.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling