-22.1%
WULF vs DLR
+11.0%
-33.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.6% | -9.2% | -10.0% |
| 7D | -12.8% | +2.8% | -15.7% | -16.0% |
| 30D | -20.9% | +2.8% | -23.7% | -23.1% |
| 3M | -38.0% | -4.0% | -34.0% | -34.0% |
| 6M | -47.5% | -5.6% | -41.9% | -41.2% |
| YTD | +1.8% | +21.9% | -20.1% | -17.2% |
| 1Y | -22.1% | +13.0% | -35.1% | -31.4% |
| All | -22.1% | +11.0% | -33.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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