-22.1%
WULF vs DHR
+11.6%
-33.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -6.8% |
| 7D | -12.8% | +0.4% | -13.2% | -12.8% |
| 30D | -20.9% | +6.2% | -27.1% | -20.8% |
| 3M | -38.0% | +20.8% | -58.9% | -37.7% |
| 6M | -47.5% | +35.5% | -83.0% | -49.5% |
| YTD | +1.8% | +3.2% | -1.4% | +1.1% |
| 1Y | -22.1% | +10.7% | -32.7% | -19.4% |
| All | -22.1% | +11.6% | -33.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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