+843.9%
WULF vs DRI
+52.8%
+791.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.3% |
| 7D | -0.6% | -4.8% | +4.3% | +1.8% |
| 30D | -3.6% | -5.2% | +1.6% | -1.4% |
| 3M | -30.4% | +2.7% | -33.1% | -32.6% |
| 6M | +12.5% | +3.6% | +8.9% | +7.9% |
| YTD | +40.5% | +15.4% | +25.1% | +25.0% |
| 1Y | +53.0% | +1.3% | +51.7% | +47.9% |
| All | +843.9% | +52.8% | +791.1% | +453.1% |
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