+82.7%
WULF vs DVA
+187.8%
-105.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -1.3% | +2.7% | +1.6% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | -34.0% | -10.9% | -23.0% | -32.9% |
| 6M | +10.0% | +17.3% | -7.3% | +4.8% |
| YTD | +45.7% | +59.8% | -14.1% | +28.0% |
| 1Y | +57.3% | +36.3% | +21.1% | +43.0% |
| 3Y | +878.9% | +88.6% | +790.3% | +711.8% |
| 5Y | -28.3% | +47.5% | -75.9% | -41.4% |
| All | +82.7% | +187.8% | -105.1% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling