+878.9%
WULF vs DVN
+4.6%
+874.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +1.4% | +4.5% | -3.1% | -0.6% |
| 30D | -2.6% | +12.0% | -14.6% | -7.5% |
| 3M | -34.0% | +13.4% | -47.4% | -38.2% |
| 6M | +10.0% | +12.1% | -2.1% | -1.2% |
| YTD | +45.7% | +38.8% | +6.9% | +11.5% |
| 1Y | +57.3% | +46.0% | +11.3% | +13.1% |
| 3Y | +878.9% | +9.5% | +869.5% | +713.2% |
| All | +878.9% | +4.6% | +874.4% | +713.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling