+37.2%
DIS vs WULF
+1,201.0%
-1,163.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.8% |
| 7D | +1.9% | +11.0% | -9.1% | +1.4% |
| 30D | +9.2% | +9.4% | -0.2% | +8.4% |
| 3M | +13.5% | -22.6% | +36.1% | +14.2% |
| 6M | +14.3% | -45.4% | +59.7% | +16.5% |
| YTD | +5.4% | +9.8% | -4.5% | +2.6% |
| 1Y | +12.2% | +8.0% | +4.1% | +9.0% |
| 3Y | +37.2% | +1,149.5% | -1,112.3% | +8.7% |
| All | +37.2% | +1,201.0% | -1,163.8% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling