+82.7%
WULF vs DVN
+69.2%
+13.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +1.4% | +4.5% | -3.1% | +0.4% |
| 30D | -2.6% | +12.0% | -14.6% | -5.0% |
| 3M | -34.0% | +13.4% | -47.4% | -36.0% |
| 6M | +10.0% | +12.1% | -2.1% | +5.4% |
| YTD | +45.7% | +38.8% | +6.9% | +32.5% |
| 1Y | +57.3% | +46.0% | +11.3% | +40.5% |
| 3Y | +878.9% | +9.5% | +869.5% | +828.9% |
| 5Y | -28.3% | +125.3% | -153.6% | -36.3% |
| All | +82.7% | +69.2% | +13.4% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling