+878.9%
WULF vs DKNG
-23.0%
+901.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +1.5% |
| 7D | +1.4% | +3.0% | -1.6% | -0.1% |
| 30D | -2.6% | -3.0% | +0.4% | -1.6% |
| 3M | -34.0% | -17.6% | -16.4% | -28.4% |
| 6M | +10.0% | -3.2% | +13.2% | +5.3% |
| YTD | +45.7% | -28.2% | +73.9% | +67.1% |
| 1Y | +57.3% | -46.1% | +103.4% | +115.9% |
| 3Y | +878.9% | -22.2% | +901.1% | +955.9% |
| All | +878.9% | -23.0% | +901.9% | +955.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling