-30.9%
WULF vs DRI
+63.5%
-94.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.1% |
| 7D | -0.6% | -4.8% | +4.3% | +3.0% |
| 30D | -3.6% | -5.2% | +1.6% | -0.4% |
| 3M | -30.4% | +2.7% | -33.1% | -33.6% |
| 6M | +12.5% | +3.6% | +8.9% | +6.0% |
| YTD | +40.5% | +15.4% | +25.1% | +19.9% |
| 1Y | +53.0% | +1.3% | +51.7% | +44.1% |
| 3Y | +796.7% | +53.1% | +743.6% | +458.9% |
| 5Y | -30.9% | +64.6% | -95.4% | -60.8% |
| All | -30.9% | +63.5% | -94.3% | -60.8% |
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