+257.2%
WULF vs DG
+577.8%
-320.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.0% | +12.2% | +8.4% |
| 7D | +21.9% | -2.5% | +24.4% | +22.1% |
| 30D | +4.6% | +1.0% | +3.6% | +4.4% |
| 3M | -30.9% | +20.3% | -51.3% | -32.1% |
| 6M | +29.9% | -11.7% | +41.6% | +30.7% |
| YTD | +55.4% | -2.3% | +57.8% | +55.4% |
| 1Y | +94.1% | +20.0% | +74.1% | +91.2% |
| 3Y | +892.2% | +7.2% | +885.0% | +877.9% |
| 5Y | -26.7% | -37.9% | +11.2% | -22.9% |
| 10Y | +94.0% | +107.3% | -13.3% | +99.0% |
| All | +257.2% | +577.8% | -320.6% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling