+843.9%
WULF vs DT
+8.0%
+835.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -6.3% |
| 7D | -0.6% | -2.5% | +2.0% | +0.1% |
| 30D | -3.6% | +3.5% | -7.2% | -5.1% |
| 3M | -30.4% | +26.7% | -57.1% | -37.2% |
| 6M | +12.5% | +36.1% | -23.7% | -4.8% |
| YTD | +40.5% | +18.6% | +21.8% | +27.3% |
| 1Y | +53.0% | +7.9% | +45.1% | +47.3% |
| All | +843.9% | +8.0% | +835.9% | +762.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling