+174.6%
WULF vs DT
+100.3%
+74.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | -2.6% | +3.0% | -5.7% | -4.1% |
| 3M | -34.0% | +26.5% | -60.5% | -40.1% |
| 6M | +10.0% | +35.9% | -25.9% | -5.2% |
| YTD | +45.7% | +17.8% | +27.9% | +31.4% |
| 1Y | +57.3% | +4.1% | +53.3% | +48.9% |
| 3Y | +878.9% | +5.3% | +873.6% | +826.4% |
| 5Y | -28.3% | -27.2% | -1.1% | -31.7% |
| All | +174.6% | +100.3% | +74.4% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling