-22.1%
WULF vs DVN
+39.9%
-61.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.3% | +0.7% | -9.2% |
| 7D | -12.8% | -13.9% | +1.1% | -17.6% |
| 30D | -20.9% | -8.0% | -12.8% | -22.9% |
| 3M | -38.0% | +0.8% | -38.8% | -37.0% |
| 6M | -47.5% | -12.8% | -34.8% | -48.4% |
| YTD | +1.8% | +22.7% | -20.9% | -1.5% |
| 1Y | -22.1% | +39.0% | -61.1% | -17.5% |
| All | -22.1% | +39.9% | -61.9% | -17.5% |
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