-22.1%
WULF vs DLTR
+45.2%
-67.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +9.6% | -16.3% | -6.3% |
| 7D | -12.8% | +15.6% | -28.4% | -12.8% |
| 30D | -20.9% | +29.9% | -50.8% | -21.8% |
| 3M | -38.0% | +12.5% | -50.5% | -37.9% |
| 6M | -47.5% | +56.3% | -103.8% | -53.3% |
| YTD | +1.8% | +19.5% | -17.7% | +1.4% |
| 1Y | -22.1% | +44.0% | -66.1% | -32.1% |
| All | -22.1% | +45.2% | -67.3% | -32.1% |
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