-22.1%
WULF vs DPZ
-14.7%
-7.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.4% | -12.1% | -3.6% |
| 7D | -12.8% | +10.1% | -22.9% | -7.8% |
| 30D | -20.9% | +14.6% | -35.5% | -14.4% |
| 3M | -38.0% | -6.8% | -31.3% | -39.1% |
| 6M | -47.5% | +4.4% | -51.9% | -43.2% |
| YTD | +1.8% | -16.8% | +18.7% | +4.3% |
| 1Y | -22.1% | -14.5% | -7.6% | -20.2% |
| All | -22.1% | -14.7% | -7.4% | -20.2% |
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