+1,149.5%
WULF vs DAR
+33.7%
+1,115.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.6% |
| 7D | +11.0% | +11.6% | -0.6% | +6.6% |
| 30D | +9.4% | -10.2% | +19.6% | +13.7% |
| 3M | -22.6% | -14.8% | -7.8% | -18.5% |
| 6M | -45.4% | -10.1% | -35.3% | -43.9% |
| YTD | +9.8% | +55.5% | -45.7% | -10.1% |
| 1Y | +8.0% | +61.7% | -53.6% | -13.0% |
| 3Y | +1,149.5% | +37.2% | +1,112.3% | +1,074.4% |
| All | +1,149.5% | +33.7% | +1,115.8% | +1,074.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling