+86.1%
WULF vs DGX
+33.7%
+52.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.5% |
| 7D | +7.6% | -2.3% | +9.9% | +6.9% |
| 30D | -8.6% | +0.6% | -9.2% | -8.4% |
| 3M | -37.0% | +21.4% | -58.4% | -33.8% |
| 6M | +7.4% | +14.7% | -7.3% | +11.7% |
| YTD | +43.7% | +38.4% | +5.3% | +57.1% |
| 1Y | +86.1% | +34.0% | +52.2% | +102.8% |
| All | +86.1% | +33.7% | +52.5% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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