-22.1%
WULF vs DVA
+62.2%
-84.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.8% | -12.4% | -6.3% |
| 7D | -12.8% | +4.7% | -17.6% | -12.5% |
| 30D | -20.9% | +7.8% | -28.7% | -20.5% |
| 3M | -38.0% | -15.5% | -22.5% | -37.8% |
| 6M | -47.5% | +25.0% | -72.5% | -48.0% |
| YTD | +1.8% | +69.6% | -67.8% | -0.8% |
| 1Y | -22.1% | +60.6% | -82.6% | -26.7% |
| All | -22.1% | +62.2% | -84.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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