-22.1%
WULF vs DG
+45.3%
-67.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.5% | -15.1% | -5.9% |
| 7D | -12.8% | +12.3% | -25.1% | -12.3% |
| 30D | -20.9% | +19.3% | -40.2% | -21.2% |
| 3M | -38.0% | +11.9% | -49.9% | -37.8% |
| 6M | -47.5% | +25.0% | -72.5% | -49.1% |
| YTD | +1.8% | +8.7% | -6.9% | +5.4% |
| 1Y | -22.1% | +44.7% | -66.7% | -25.6% |
| All | -22.1% | +45.3% | -67.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling