+797.3%
WULF vs DASH
+160.1%
+637.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.4% | +4.3% |
| 7D | +7.6% | -10.6% | +18.1% | +14.2% |
| 30D | -8.6% | +2.2% | -10.8% | -10.4% |
| 3M | -37.0% | +32.3% | -69.2% | -48.0% |
| 6M | +7.4% | +19.1% | -11.7% | -7.7% |
| YTD | +43.7% | -6.5% | +50.2% | +45.2% |
| 1Y | +86.1% | -14.9% | +101.0% | +95.5% |
| All | +797.3% | +160.1% | +637.1% | +298.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling