+23.5%
DIS vs WULF
+82.7%
-59.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.5% |
| 7D | +1.2% | +1.4% | -0.2% | +1.1% |
| 30D | +3.2% | -2.6% | +5.8% | +3.2% |
| 3M | +7.0% | -34.0% | +41.0% | +8.7% |
| 6M | +6.4% | +10.0% | -3.6% | +4.8% |
| YTD | -5.6% | +45.7% | -51.3% | -8.9% |
| 1Y | -7.7% | +57.3% | -65.0% | -11.8% |
| 3Y | +33.2% | +878.9% | -845.8% | +7.0% |
| 5Y | -40.3% | -28.3% | -12.0% | -52.0% |
| All | +23.5% | +82.7% | -59.2% | -8.1% |
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