+82.7%
WULF vs DKS
+206.3%
-123.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.1% |
| 7D | +1.4% | -2.0% | +3.4% | +1.8% |
| 30D | -2.6% | -32.7% | +30.1% | +5.2% |
| 3M | -34.0% | -38.8% | +4.8% | -27.4% |
| 6M | +10.0% | -29.4% | +39.4% | +16.3% |
| YTD | +45.7% | -30.3% | +76.0% | +54.8% |
| 1Y | +57.3% | -39.6% | +96.9% | +72.9% |
| 3Y | +878.9% | +32.2% | +846.8% | +807.5% |
| 5Y | -28.3% | +15.1% | -43.4% | -34.1% |
| All | +82.7% | +206.3% | -123.7% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling