-22.1%
WULF vs DAR
+63.3%
-85.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.5% | -4.2% | -6.0% |
| 7D | -12.8% | -5.7% | -7.1% | -11.5% |
| 30D | -20.9% | -16.6% | -4.3% | -17.4% |
| 3M | -38.0% | -13.1% | -25.0% | -36.7% |
| 6M | -47.5% | -18.8% | -28.7% | -44.9% |
| YTD | +1.8% | +45.3% | -43.5% | -23.0% |
| 1Y | -22.1% | +60.6% | -82.7% | -43.1% |
| All | -22.1% | +63.3% | -85.3% | -43.1% |
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