-24.7%
WULF vs DLR
+43.3%
-68.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.5% |
| 30D | -2.6% | -4.3% | +1.7% | +1.9% |
| 3M | -34.0% | +3.8% | -37.8% | -36.2% |
| 6M | +10.0% | +5.8% | +4.2% | +5.5% |
| YTD | +45.7% | +23.5% | +22.2% | +23.2% |
| 1Y | +57.3% | +11.1% | +46.3% | +45.3% |
| 3Y | +878.9% | +57.9% | +821.1% | +636.2% |
| All | -24.7% | +43.3% | -68.1% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling