+86.1%
WULF vs DVN
+41.2%
+45.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.1% |
| 7D | +7.6% | +1.5% | +6.1% | +8.3% |
| 30D | -8.6% | +14.2% | -22.8% | -3.3% |
| 3M | -37.0% | +5.2% | -42.2% | -34.7% |
| 6M | +7.4% | +11.9% | -4.5% | +11.3% |
| YTD | +43.7% | +32.8% | +10.9% | +50.9% |
| 1Y | +86.1% | +38.6% | +47.5% | +108.9% |
| All | +86.1% | +41.2% | +45.0% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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