+1,115.2%
DIA vs WULF
+385.4%
+729.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.2% | -9.3% | -1.3% |
| 7D | +0.1% | +21.9% | -21.9% | -0.5% |
| 30D | -2.1% | +4.6% | -6.6% | -2.3% |
| 3M | +4.2% | -30.9% | +35.1% | +4.9% |
| 6M | +11.9% | +29.9% | -18.0% | +10.6% |
| YTD | +10.8% | +55.4% | -44.6% | +8.8% |
| 1Y | +17.5% | +94.1% | -76.6% | +14.4% |
| 3Y | +59.9% | +892.2% | -832.3% | +45.0% |
| 5Y | +64.1% | -26.7% | +90.9% | +50.7% |
| 10Y | +246.2% | +94.0% | +152.2% | +204.1% |
| All | +1,115.2% | +385.4% | +729.7% | +904.2% |
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 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