+61.7%
DDOG vs WULF
-35.5%
+97.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | -1.1% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | -10.2% | -3.6% | -6.5% | -10.1% |
| 3M | -2.6% | -30.4% | +27.8% | -0.4% |
| 6M | +80.1% | +12.5% | +67.7% | +73.8% |
| YTD | +63.0% | +40.5% | +22.6% | +52.4% |
| 1Y | +59.4% | +53.0% | +6.4% | +45.9% |
| 3Y | +127.0% | +796.7% | -669.6% | +49.6% |
| 5Y | +61.7% | -30.9% | +92.5% | +15.4% |
| All | +61.7% | -35.5% | +97.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling