+86.1%
WULF vs DKNG
-49.6%
+135.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.8% |
| 7D | +7.6% | -4.9% | +12.5% | +8.1% |
| 30D | -8.6% | +10.3% | -19.0% | -9.5% |
| 3M | -37.0% | -5.4% | -31.6% | -36.6% |
| 6M | +7.4% | -5.6% | +13.0% | +7.5% |
| YTD | +43.7% | -30.3% | +74.0% | +54.9% |
| 1Y | +86.1% | -49.3% | +135.5% | +116.2% |
| All | +86.1% | -49.6% | +135.7% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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