-55.9%
WULF vs DRI
+78.6%
-134.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.5% |
| 7D | +11.0% | +1.1% | +9.9% | +10.3% |
| 30D | +9.4% | +9.7% | -0.3% | +1.6% |
| 3M | -22.6% | +3.2% | -25.8% | -25.6% |
| 6M | -45.4% | +20.6% | -66.0% | -54.8% |
| YTD | +9.8% | +28.3% | -18.4% | -14.7% |
| 1Y | +8.0% | +34.5% | -26.5% | -20.4% |
| 3Y | +1,149.5% | +66.5% | +1,083.0% | +607.2% |
| All | -55.9% | +78.6% | -134.6% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling