+1,654.8%
WULF vs DTE
+2,510.4%
-855.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.6% |
| 7D | -0.6% | -2.0% | +1.4% | -0.3% |
| 30D | -3.6% | -2.4% | -1.2% | -3.3% |
| 3M | -30.4% | -7.3% | -23.1% | -29.9% |
| 6M | +12.5% | -7.6% | +20.1% | +13.4% |
| YTD | +40.5% | +5.8% | +34.7% | +39.3% |
| 1Y | +53.0% | +2.3% | +50.6% | +52.2% |
| 3Y | +796.7% | +45.0% | +751.7% | +749.8% |
| 5Y | -30.9% | +33.2% | -64.1% | -34.0% |
| 10Y | +76.1% | +141.4% | -65.3% | +59.3% |
| All | +1,654.8% | +2,510.4% | -855.7% | +1,303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling