+86.1%
WULF vs DKS
-32.3%
+118.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.7% |
| 7D | +7.6% | +3.0% | +4.6% | +7.4% |
| 30D | -8.6% | -30.5% | +21.9% | -5.8% |
| 3M | -37.0% | -35.7% | -1.3% | -34.0% |
| 6M | +7.4% | -29.7% | +37.1% | +8.5% |
| YTD | +43.7% | -28.9% | +72.5% | +46.3% |
| 1Y | +86.1% | -35.9% | +122.0% | +91.9% |
| All | +86.1% | -32.3% | +118.4% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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