-24.7%
WULF vs DLTR
+30.4%
-55.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +1.4% | -10.1% | +11.5% | +4.0% |
| 30D | -2.6% | -8.1% | +5.5% | -1.0% |
| 3M | -34.0% | +2.9% | -36.8% | -35.5% |
| 6M | +10.0% | +4.3% | +5.6% | +6.2% |
| YTD | +45.7% | -3.9% | +49.6% | +44.1% |
| 1Y | +57.3% | +18.9% | +38.4% | +45.6% |
| 3Y | +878.9% | +1.9% | +877.0% | +846.1% |
| All | -24.7% | +30.4% | -55.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling