-22.1%
WULF vs DASH
-16.7%
-5.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.3% | -15.0% | -7.0% |
| 7D | -12.8% | +17.2% | -30.0% | -14.1% |
| 30D | -20.9% | +3.6% | -24.4% | -20.8% |
| 3M | -38.0% | -1.9% | -36.2% | -38.0% |
| 6M | -47.5% | +15.1% | -62.6% | -49.3% |
| YTD | +1.8% | -12.3% | +14.1% | +4.9% |
| 1Y | -22.1% | -17.2% | -4.8% | -18.8% |
| All | -22.1% | -16.7% | -5.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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