-22.1%
WULF vs DTE
+5.6%
-27.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.4% | -9.1% | -6.3% |
| 7D | -12.8% | +4.2% | -17.0% | -12.6% |
| 30D | -20.9% | +10.0% | -30.9% | -21.2% |
| 3M | -38.0% | -2.1% | -36.0% | -37.7% |
| 6M | -47.5% | -4.7% | -42.9% | -48.0% |
| YTD | +1.8% | +9.3% | -7.5% | -5.9% |
| 1Y | -22.1% | +6.6% | -28.7% | -26.6% |
| All | -22.1% | +5.6% | -27.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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