+86.1%
WULF vs DLTR
+29.2%
+56.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +7.6% | +2.5% | +5.1% | +7.1% |
| 30D | -8.6% | +2.1% | -10.7% | -9.2% |
| 3M | -37.0% | +20.3% | -57.2% | -40.3% |
| 6M | +7.4% | +11.5% | -4.1% | +5.0% |
| YTD | +43.7% | +6.8% | +36.9% | +42.4% |
| 1Y | +86.1% | +31.1% | +55.0% | +61.9% |
| All | +86.1% | +29.2% | +56.9% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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