+63.8%
DIA vs WULF
-35.5%
+99.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.1% | -0.4% |
| 7D | -3.0% | -0.6% | -2.5% | -3.0% |
| 30D | -3.0% | -3.6% | +0.6% | -3.0% |
| 3M | +4.5% | -30.4% | +34.9% | +5.4% |
| 6M | +9.8% | +12.5% | -2.7% | +8.7% |
| YTD | +9.3% | +40.5% | -31.2% | +7.1% |
| 1Y | +16.0% | +53.0% | -37.0% | +12.9% |
| 3Y | +57.7% | +796.7% | -738.9% | +39.3% |
| 5Y | +63.8% | -30.9% | +94.6% | +43.2% |
| All | +63.8% | -35.5% | +99.3% | +43.2% |
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