+926.1%
WULF vs DKS
+6,026.4%
-5,100.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | +15.6% | -2.9% | +18.5% | +16.1% |
| 30D | +5.7% | -37.7% | +43.5% | +12.6% |
| 3M | -32.3% | -38.9% | +6.6% | -27.9% |
| 6M | +23.7% | -31.1% | +54.8% | +28.9% |
| YTD | +49.1% | -31.8% | +80.9% | +55.8% |
| 1Y | +66.3% | -38.0% | +104.4% | +76.1% |
| 3Y | +851.7% | +28.6% | +823.0% | +815.6% |
| 5Y | -30.9% | +12.5% | -43.5% | -33.4% |
| 10Y | +86.9% | +198.3% | -111.4% | +64.8% |
| All | +926.1% | +6,026.4% | -5,100.3% | +501.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling