-55.9%
WULF vs DFNS
-100.0%
+44.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -3.2% |
| 7D | +11.0% | -6.0% | +17.0% | +11.0% |
| 30D | +9.4% | -71.2% | +80.5% | +9.7% |
| 3M | -22.6% | -94.5% | +71.9% | -22.1% |
| 6M | -45.4% | -96.5% | +51.1% | -45.1% |
| YTD | +9.8% | -99.6% | +109.5% | +10.7% |
| 1Y | +8.0% | -99.7% | +107.7% | +8.9% |
| 3Y | +1,149.5% | -100.0% | +1,249.5% | +1,087.3% |
| All | -55.9% | -100.0% | +44.0% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling