+82.7%
WULF vs DTE
+137.8%
-55.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | +1.4% | -2.6% | +4.0% | +1.9% |
| 30D | -2.6% | -4.4% | +1.8% | -1.7% |
| 3M | -34.0% | -8.3% | -25.6% | -33.0% |
| 6M | +10.0% | -8.1% | +18.1% | +11.5% |
| YTD | +45.7% | +4.4% | +41.3% | +43.8% |
| 1Y | +57.3% | +0.2% | +57.2% | +56.5% |
| 3Y | +878.9% | +42.6% | +836.3% | +786.5% |
| 5Y | -28.3% | +31.5% | -59.8% | -34.5% |
| All | +82.7% | +137.8% | -55.2% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling