+489.1%
DDOG vs WULF
+213.7%
+275.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.5% |
| 7D | +3.9% | +1.4% | +2.5% | +3.7% |
| 30D | -8.2% | -2.6% | -5.6% | -8.2% |
| 3M | -5.6% | -34.0% | +28.4% | -3.4% |
| 6M | +73.5% | +10.0% | +63.5% | +69.0% |
| YTD | +62.7% | +45.7% | +17.0% | +53.8% |
| 1Y | +59.0% | +57.3% | +1.6% | +48.0% |
| 3Y | +117.1% | +878.9% | -761.8% | +57.5% |
| 5Y | +61.3% | -28.3% | +89.6% | +15.7% |
| All | +489.1% | +213.7% | +275.4% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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