+82.7%
WULF vs DLR
+177.5%
-94.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.6% | -4.3% | +1.7% | 0.0% |
| 3M | -34.0% | +3.8% | -37.8% | -35.1% |
| 6M | +10.0% | +5.8% | +4.2% | +7.9% |
| YTD | +45.7% | +23.5% | +22.2% | +33.5% |
| 1Y | +57.3% | +11.1% | +46.3% | +51.4% |
| 3Y | +878.9% | +57.9% | +821.1% | +759.8% |
| 5Y | -28.3% | +44.0% | -72.3% | -38.8% |
| All | +82.7% | +177.5% | -94.8% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling