-55.9%
WULF vs DAR
-27.0%
-29.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.8% |
| 7D | +11.0% | +11.6% | -0.6% | +4.9% |
| 30D | +9.4% | -10.2% | +19.6% | +15.7% |
| 3M | -22.6% | -14.8% | -7.8% | -16.7% |
| 6M | -45.4% | -10.1% | -35.3% | -43.4% |
| YTD | +9.8% | +55.5% | -45.7% | -16.4% |
| 1Y | +8.0% | +61.7% | -53.6% | -19.6% |
| 3Y | +1,149.5% | +37.2% | +1,112.3% | +868.6% |
| All | -55.9% | -27.0% | -29.0% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling