-34.4%
WULF vs DKNG
-18.7%
-15.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.8% | -15.6% | -13.9% |
| 7D | -20.9% | +13.5% | -34.5% | -21.6% |
| 30D | -32.7% | +19.1% | -51.8% | -33.6% |
| 3M | -44.2% | +8.1% | -52.3% | -44.7% |
| 6M | -57.1% | -2.7% | -54.4% | -57.5% |
| YTD | -12.3% | -31.7% | +19.5% | -1.3% |
| 1Y | -34.4% | -15.8% | -18.6% | -36.4% |
| All | -34.4% | -18.7% | -15.6% | -36.4% |
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