+1,654.8%
WULF vs DUK
+1,538.6%
+116.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | -0.6% | -1.7% | +1.1% | -0.5% |
| 30D | -3.6% | -2.2% | -1.4% | -3.6% |
| 3M | -30.4% | -3.7% | -26.7% | -30.4% |
| 6M | +12.5% | -6.3% | +18.8% | +12.7% |
| YTD | +40.5% | +4.5% | +36.0% | +40.0% |
| 1Y | +53.0% | +1.8% | +51.2% | +52.6% |
| 3Y | +796.7% | +46.8% | +749.8% | +766.0% |
| 5Y | -30.9% | +40.2% | -71.1% | -33.3% |
| 10Y | +76.1% | +129.8% | -53.7% | +62.4% |
| All | +1,654.8% | +1,538.6% | +116.1% | +936.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling