-42.2%
DIS vs WULF
-29.7%
-12.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.6% |
| 7D | -3.5% | +15.6% | -19.1% | -4.4% |
| 30D | +1.0% | +5.7% | -4.8% | +0.4% |
| 3M | +5.7% | -32.3% | +38.0% | +7.5% |
| 6M | +3.3% | +23.7% | -20.4% | +0.7% |
| YTD | -7.7% | +49.1% | -56.8% | -11.7% |
| 1Y | -10.0% | +66.3% | -76.3% | -15.0% |
| 3Y | +31.7% | +851.7% | -820.0% | +0.7% |
| 5Y | -42.2% | -30.9% | -11.3% | -57.3% |
| All | -42.2% | -29.7% | -12.5% | -57.3% |
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 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