+1,149.5%
WULF vs DRI
+68.2%
+1,081.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +11.0% | +1.1% | +9.9% | +10.6% |
| 30D | +9.4% | +9.7% | -0.3% | +5.0% |
| 3M | -22.6% | +3.2% | -25.8% | -24.0% |
| 6M | -45.4% | +20.6% | -66.0% | -51.3% |
| YTD | +9.8% | +28.3% | -18.4% | -5.8% |
| 1Y | +8.0% | +34.5% | -26.5% | -10.7% |
| 3Y | +1,149.5% | +66.5% | +1,083.0% | +1,024.6% |
| All | +1,149.5% | +68.2% | +1,081.3% | +1,024.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling