+228.9%
WULF vs DASH
+8.4%
+220.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.4% |
| 7D | +15.6% | -12.8% | +28.4% | +22.1% |
| 30D | +5.7% | -6.0% | +11.8% | +7.8% |
| 3M | -32.3% | +26.7% | -59.0% | -40.3% |
| 6M | +23.7% | +11.7% | +12.0% | +13.2% |
| YTD | +49.1% | -12.9% | +62.0% | +52.0% |
| 1Y | +66.3% | -23.1% | +89.4% | +76.7% |
| 3Y | +851.7% | +140.0% | +711.6% | +527.8% |
| 5Y | -30.9% | -5.1% | -25.9% | -54.9% |
| All | +228.9% | +8.4% | +220.5% | +121.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling