+82.7%
WULF vs DRI
+353.8%
-271.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | +1.4% | -3.2% | +4.6% | +2.3% |
| 30D | -2.6% | -7.8% | +5.2% | -0.5% |
| 3M | -34.0% | +0.4% | -34.3% | -34.6% |
| 6M | +10.0% | +4.8% | +5.2% | +7.5% |
| YTD | +45.7% | +16.7% | +29.0% | +37.8% |
| 1Y | +57.3% | +1.5% | +55.9% | +54.5% |
| 3Y | +878.9% | +56.3% | +822.7% | +755.9% |
| 5Y | -28.3% | +66.4% | -94.7% | -38.1% |
| All | +82.7% | +353.8% | -271.2% | +62.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling