-22.1%
WULF vs DUK
+7.9%
-29.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.4% | -9.1% | -3.6% |
| 7D | -12.8% | +4.9% | -17.7% | -7.3% |
| 30D | -20.9% | +13.8% | -34.7% | -8.6% |
| 3M | -38.0% | +5.2% | -43.2% | -33.7% |
| 6M | -47.5% | +3.5% | -51.0% | -44.1% |
| YTD | +1.8% | +13.5% | -11.6% | +23.7% |
| 1Y | -22.1% | +8.3% | -30.4% | -4.6% |
| All | -22.1% | +7.9% | -29.9% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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