+697.8%
WULF vs DRI
+7,577.7%
-6,879.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.8% |
| 7D | +7.6% | +0.6% | +7.0% | +7.5% |
| 30D | -8.6% | +3.8% | -12.5% | -9.1% |
| 3M | -37.0% | +13.0% | -50.0% | -38.0% |
| 6M | +7.4% | +8.3% | -0.9% | +6.2% |
| YTD | +43.7% | +20.6% | +23.1% | +40.4% |
| 1Y | +86.1% | +6.5% | +79.7% | +84.1% |
| 3Y | +733.8% | +53.7% | +680.1% | +697.1% |
| 5Y | -33.6% | +72.7% | -106.3% | -37.0% |
| 10Y | +76.1% | +363.2% | -287.1% | +63.1% |
| All | +697.8% | +7,577.7% | -6,879.9% | +645.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling