+901.8%
WULF vs DAR
+9.6%
+892.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | +15.6% | -0.2% | +15.7% | +15.6% |
| 30D | +5.7% | +7.4% | -1.7% | +2.2% |
| 3M | -32.3% | +15.7% | -48.0% | -36.8% |
| 6M | +23.7% | +30.0% | -6.3% | +8.3% |
| YTD | +49.1% | +87.5% | -38.4% | +11.4% |
| 1Y | +66.3% | +113.4% | -47.1% | +15.7% |
| All | +901.8% | +9.6% | +892.2% | +1,429.0% |
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