+653.1%
WULF vs DGX
+8,778.1%
-8,125.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.6% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | -2.6% | -1.2% | -1.5% | -2.5% |
| 3M | -34.0% | +15.8% | -49.7% | -34.7% |
| 6M | +10.0% | +18.2% | -8.2% | +8.5% |
| YTD | +45.7% | +37.2% | +8.5% | +42.0% |
| 1Y | +57.3% | +30.4% | +27.0% | +53.8% |
| 3Y | +878.9% | +96.7% | +782.2% | +825.9% |
| 5Y | -28.3% | +67.2% | -95.5% | -31.5% |
| 10Y | +82.7% | +253.9% | -171.3% | +68.6% |
| All | +653.1% | +8,778.1% | -8,125.0% | +604.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling