+86.1%
WULF vs DPZ
-25.6%
+111.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +0.9% |
| 7D | +7.6% | -2.5% | +10.1% | +6.1% |
| 30D | -8.6% | -7.0% | -1.7% | -11.4% |
| 3M | -37.0% | +11.6% | -48.6% | -32.3% |
| 6M | +7.4% | -15.2% | +22.6% | +10.0% |
| YTD | +43.7% | -17.2% | +60.9% | +44.8% |
| 1Y | +86.1% | -24.8% | +111.0% | +68.7% |
| All | +86.1% | -25.6% | +111.7% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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