+137.7%
WULF vs DASH
-0.6%
+138.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.7% | +8.2% | +8.6% |
| 7D | +13.2% | -4.8% | +18.0% | +15.2% |
| 30D | -10.1% | -7.9% | -2.2% | -7.7% |
| 3M | -27.5% | -16.3% | -11.2% | -23.2% |
| 6M | -47.1% | +10.4% | -57.5% | -51.5% |
| YTD | +7.7% | -20.1% | +27.8% | +12.7% |
| 1Y | -11.2% | -11.4% | +0.2% | -12.0% |
| 3Y | +1,217.0% | +114.1% | +1,102.9% | +804.4% |
| 5Y | -57.0% | -5.8% | -51.3% | -71.3% |
| All | +137.7% | -0.6% | +138.2% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling