+457.2%
WULF vs DFNS
-99.9%
+557.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.2% |
| 7D | +21.9% | +0.8% | +21.1% | +21.9% |
| 30D | +4.6% | -73.2% | +77.8% | +4.8% |
| 3M | -30.9% | -72.4% | +41.5% | -30.8% |
| 6M | +29.9% | -95.2% | +125.1% | +30.3% |
| YTD | +55.4% | -98.0% | +153.4% | +56.0% |
| 1Y | +94.1% | -98.3% | +192.4% | +95.0% |
| 3Y | +892.2% | -99.9% | +992.1% | +879.8% |
| 5Y | -26.7% | -99.9% | +73.1% | -34.5% |
| All | +457.2% | -99.9% | +557.0% | +397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling