+1,149.5%
WULF vs DASH
+97.8%
+1,051.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +11.0% | -4.5% | +15.5% | +13.6% |
| 30D | +9.4% | -6.8% | +16.2% | +11.9% |
| 3M | -22.6% | -20.7% | -1.9% | -14.4% |
| 6M | -45.4% | +15.1% | -60.5% | -53.5% |
| YTD | +9.8% | -24.3% | +34.1% | +22.9% |
| 1Y | +8.0% | -12.1% | +20.2% | +5.6% |
| 3Y | +1,149.5% | +91.1% | +1,058.5% | +434.1% |
| All | +1,149.5% | +97.8% | +1,051.7% | +434.1% |
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 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