+86.1%
WULF vs DHR
+5.2%
+81.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.6% |
| 7D | +7.6% | -3.9% | +11.4% | +7.2% |
| 30D | -8.6% | +4.0% | -12.6% | -8.2% |
| 3M | -37.0% | +11.5% | -48.5% | -36.6% |
| 6M | +7.4% | +1.9% | +5.6% | +6.9% |
| YTD | +43.7% | -8.9% | +52.6% | +39.1% |
| 1Y | +86.1% | +5.1% | +81.0% | +92.2% |
| All | +86.1% | +5.2% | +81.0% | +92.2% |
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