+843.9%
WULF vs DLR
+55.5%
+788.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -3.6% |
| 7D | -0.6% | -1.3% | +0.7% | +1.1% |
| 30D | -3.6% | -2.9% | -0.8% | +0.3% |
| 3M | -30.4% | +3.2% | -33.6% | -33.2% |
| 6M | +12.5% | +3.9% | +8.6% | +8.2% |
| YTD | +40.5% | +21.4% | +19.0% | +14.3% |
| 1Y | +53.0% | +9.7% | +43.3% | +38.6% |
| All | +843.9% | +55.5% | +788.3% | +581.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling