+285.8%
WULF vs DLR
+3,617.4%
-3,331.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.6% | +7.6% | +8.0% |
| 7D | +21.9% | +3.4% | +18.5% | +21.0% |
| 30D | +4.6% | -2.2% | +6.8% | +5.3% |
| 3M | -30.9% | +4.7% | -35.7% | -31.5% |
| 6M | +29.9% | +9.0% | +20.9% | +28.1% |
| YTD | +55.4% | +24.1% | +31.3% | +49.5% |
| 1Y | +94.1% | +20.9% | +73.2% | +87.9% |
| 3Y | +892.2% | +60.0% | +832.2% | +836.4% |
| 5Y | -26.7% | +35.3% | -62.0% | -30.6% |
| 10Y | +94.0% | +165.8% | -71.8% | +71.9% |
| All | +285.8% | +3,617.4% | -3,331.6% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling