+843.9%
WULF vs DFNS
-99.9%
+943.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -5.8% |
| 7D | -0.6% | -3.3% | +2.8% | -0.5% |
| 30D | -3.6% | -73.1% | +69.5% | -3.5% |
| 3M | -30.4% | -71.4% | +41.0% | -30.2% |
| 6M | +12.5% | -93.8% | +106.3% | +12.9% |
| YTD | +40.5% | -98.0% | +138.5% | +41.0% |
| 1Y | +53.0% | -98.2% | +151.2% | +53.7% |
| All | +843.9% | -99.9% | +943.7% | +793.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling