+796.0%
WULF vs DLTR
+10,500.9%
-9,704.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | -0.6% | -9.4% | +8.9% | +0.1% |
| 30D | -3.6% | -7.3% | +3.7% | -3.3% |
| 3M | -30.4% | +7.6% | -38.0% | -31.0% |
| 6M | +12.5% | +1.6% | +10.9% | +11.8% |
| YTD | +40.5% | -3.5% | +44.0% | +40.1% |
| 1Y | +53.0% | +20.0% | +32.9% | +50.3% |
| 3Y | +796.7% | +2.3% | +794.4% | +783.5% |
| 5Y | -30.9% | +31.5% | -62.4% | -32.1% |
| 10Y | +76.1% | +45.4% | +30.8% | +70.8% |
| All | +796.0% | +10,500.9% | -9,704.8% | +771.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling