+459.9%
DDOG vs WULF
+234.7%
+225.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.2% | -9.4% | -1.9% |
| 7D | -6.1% | +21.9% | -28.0% | -7.5% |
| 30D | -10.1% | +4.6% | -14.7% | -10.7% |
| 3M | -9.3% | -30.9% | +21.7% | -7.5% |
| 6M | +67.2% | +29.9% | +37.3% | +60.8% |
| YTD | +54.6% | +55.4% | -0.8% | +45.5% |
| 1Y | +54.1% | +94.1% | -40.0% | +41.1% |
| 3Y | +115.3% | +892.2% | -777.0% | +56.1% |
| 5Y | +50.6% | -26.7% | +77.4% | +7.6% |
| All | +459.9% | +234.7% | +225.2% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling