+82.7%
WULF vs DUK
+129.4%
-46.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.3% |
| 30D | -2.6% | -2.4% | -0.2% | -2.9% |
| 3M | -34.0% | -3.0% | -31.0% | -34.1% |
| 6M | +10.0% | -6.6% | +16.5% | +9.5% |
| YTD | +45.7% | +4.6% | +41.1% | +46.2% |
| 1Y | +57.3% | +1.2% | +56.1% | +57.7% |
| 3Y | +878.9% | +45.7% | +833.3% | +866.4% |
| 5Y | -28.3% | +40.3% | -68.6% | -29.7% |
| All | +82.7% | +129.4% | -46.8% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling