+82.7%
WULF vs DAR
+366.1%
-283.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -2.6% | +2.6% | -5.3% | -3.7% |
| 3M | -34.0% | +14.2% | -48.2% | -37.0% |
| 6M | +10.0% | +17.2% | -7.2% | +3.4% |
| YTD | +45.7% | +80.9% | -35.2% | +20.0% |
| 1Y | +57.3% | +104.0% | -46.6% | +23.9% |
| 3Y | +878.9% | +3.6% | +875.3% | +827.0% |
| 5Y | -28.3% | -7.8% | -20.5% | -29.1% |
| All | +82.7% | +366.1% | -283.4% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling