+878.9%
WULF vs DLTR
+1.4%
+877.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +1.4% | -10.1% | +11.5% | +2.7% |
| 30D | -2.6% | -8.1% | +5.5% | -1.8% |
| 3M | -34.0% | +2.9% | -36.8% | -35.0% |
| 6M | +10.0% | +4.3% | +5.6% | +7.5% |
| YTD | +45.7% | -3.9% | +49.6% | +44.5% |
| 1Y | +57.3% | +18.9% | +38.4% | +50.6% |
| 3Y | +878.9% | +1.9% | +877.0% | +855.8% |
| All | +878.9% | +1.4% | +877.5% | +855.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling