-57.9%
WULF vs DASH
-9.9%
-48.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.1% | +12.9% | +12.9% |
| 7D | -3.1% | +0.4% | -3.4% | -4.1% |
| 30D | -21.0% | -6.0% | -15.0% | -19.3% |
| 3M | -35.5% | -15.8% | -19.7% | -31.0% |
| 6M | -55.8% | +7.0% | -62.8% | -60.0% |
| YTD | -1.0% | -20.7% | +19.6% | +4.7% |
| 1Y | -20.4% | -8.5% | -11.8% | -23.6% |
| 3Y | +972.6% | +101.8% | +870.9% | +547.5% |
| All | -57.9% | -9.9% | -48.0% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling