+11.6%
WULF vs DASH
-12.7%
+24.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.2% |
| 7D | +29.4% | -4.1% | +33.4% | +29.7% |
| 30D | -1.3% | -10.6% | +9.3% | 0.0% |
| 3M | -24.1% | -18.8% | -5.4% | -23.0% |
| 6M | -42.8% | +11.2% | -54.0% | -44.8% |
| YTD | +13.5% | -23.8% | +37.3% | +14.9% |
| All | +11.6% | -12.7% | +24.4% | +16.9% |
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 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