+57.3%
WULF vs DT
+6.2%
+51.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.6% |
| 7D | +1.4% | -1.6% | +3.0% | +1.2% |
| 30D | -2.6% | +3.0% | -5.7% | -1.9% |
| 3M | -34.0% | +26.5% | -60.5% | -32.1% |
| 6M | +10.0% | +35.9% | -25.9% | +14.1% |
| YTD | +45.7% | +17.8% | +27.9% | +50.1% |
| 1Y | +57.3% | +4.1% | +53.3% | +69.0% |
| All | +57.3% | +6.2% | +51.1% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling