+118.3%
WULF vs DASH
-1.3%
+119.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.1% | +12.9% | +12.9% |
| 7D | -3.1% | +0.4% | -3.4% | -3.8% |
| 30D | -21.0% | -6.0% | -15.0% | -19.6% |
| 3M | -35.5% | -15.8% | -19.7% | -31.8% |
| 6M | -55.8% | +7.0% | -62.8% | -59.0% |
| YTD | -1.0% | -20.7% | +19.6% | +3.8% |
| 1Y | -20.4% | -8.5% | -11.8% | -22.4% |
| 3Y | +972.6% | +101.8% | +870.9% | +654.2% |
| 5Y | -54.5% | -9.6% | -44.9% | -69.5% |
| All | +118.3% | -1.3% | +119.6% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling