+180.5%
WULF vs DKNG
+152.4%
+28.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +2.3% |
| 7D | +1.4% | +3.0% | -1.6% | +0.4% |
| 30D | -2.6% | -3.0% | +0.4% | -1.9% |
| 3M | -34.0% | -17.6% | -16.4% | -30.5% |
| 6M | +10.0% | -3.2% | +13.2% | +7.4% |
| YTD | +45.7% | -28.2% | +73.9% | +57.1% |
| 1Y | +57.3% | -46.1% | +103.4% | +85.7% |
| 3Y | +878.9% | -22.2% | +901.1% | +938.6% |
| 5Y | -28.3% | -60.4% | +32.1% | -30.1% |
| All | +180.5% | +152.4% | +28.1% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling