-22.1%
WULF vs DRI
+34.0%
-56.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.1% | -11.7% | -6.3% |
| 7D | -12.8% | +6.5% | -19.3% | -12.6% |
| 30D | -20.9% | +16.4% | -37.3% | -21.0% |
| 3M | -38.0% | +13.6% | -51.7% | -38.0% |
| 6M | -47.5% | +22.0% | -69.5% | -49.4% |
| YTD | +1.8% | +29.3% | -27.5% | -2.5% |
| 1Y | -22.1% | +32.0% | -54.1% | -26.5% |
| All | -22.1% | +34.0% | -56.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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