-7.3%
DIS vs WULF
+53.1%
-60.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +1.7% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | +2.2% | -3.6% | +5.9% | +2.2% |
| 3M | +8.1% | -30.4% | +38.5% | +9.5% |
| 6M | +5.2% | +12.5% | -7.2% | +4.5% |
| YTD | -6.3% | +40.5% | -46.7% | -8.2% |
| 1Y | -7.3% | +53.0% | -60.3% | -10.3% |
| All | -7.3% | +53.1% | -60.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling