+86.1%
WULF vs DAR
+104.4%
-18.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +7.6% | +1.4% | +6.2% | +7.0% |
| 30D | -8.6% | +12.8% | -21.4% | -12.0% |
| 3M | -37.0% | +7.4% | -44.3% | -38.2% |
| 6M | +7.4% | +22.3% | -14.8% | -1.2% |
| YTD | +43.7% | +81.1% | -37.4% | +18.7% |
| 1Y | +86.1% | +106.5% | -20.4% | +49.3% |
| All | +86.1% | +104.4% | -18.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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