-45.4%
WULF vs DFNS
-96.6%
+51.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -3.1% |
| 7D | +11.0% | -6.0% | +17.0% | +11.1% |
| 30D | +9.4% | -71.2% | +80.5% | +11.5% |
| 3M | -22.6% | -94.5% | +71.9% | -19.7% |
| 6M | -45.4% | -96.5% | +51.1% | -29.8% |
| All | -45.4% | -96.6% | +51.1% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling