+82.7%
WULF vs DG
+101.8%
-19.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | +1.4% | -6.5% | +7.9% | +1.9% |
| 30D | -2.6% | +4.2% | -6.8% | -3.0% |
| 3M | -34.0% | +9.5% | -43.5% | -34.8% |
| 6M | +10.0% | -13.1% | +23.1% | +11.0% |
| YTD | +45.7% | -4.8% | +50.5% | +46.1% |
| 1Y | +57.3% | +20.6% | +36.7% | +54.5% |
| 3Y | +878.9% | +4.9% | +874.0% | +864.2% |
| 5Y | -28.3% | -37.9% | +9.6% | -21.3% |
| All | +82.7% | +101.8% | -19.1% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling