+94.1%
WULF vs DASH
-19.6%
+113.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.3% | +13.5% | +8.7% |
| 7D | +21.9% | -11.2% | +33.1% | +23.4% |
| 30D | +4.6% | -7.3% | +11.9% | +5.2% |
| 3M | -30.9% | +31.4% | -62.4% | -35.2% |
| 6M | +29.9% | +11.9% | +18.0% | +25.2% |
| YTD | +55.4% | -11.5% | +66.9% | +59.3% |
| 1Y | +94.1% | -20.0% | +114.1% | +99.7% |
| All | +94.1% | -19.6% | +113.8% | +99.7% |
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