-24.7%
WULF vs DVN
+120.4%
-145.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.4% |
| 3M | -34.0% | +13.4% | -47.4% | -38.2% |
| 6M | +10.0% | +12.1% | -2.1% | +0.1% |
| YTD | +45.7% | +38.8% | +6.9% | +17.8% |
| 1Y | +57.3% | +46.0% | +11.3% | +21.7% |
| 3Y | +878.9% | +9.5% | +869.5% | +764.0% |
| All | -24.7% | +120.4% | -145.1% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling