+1,720.0%
WULF vs DHR
+21,855.1%
-20,135.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +1.4% | -3.6% | +5.0% | +2.0% |
| 30D | -2.6% | -2.7% | +0.1% | -2.2% |
| 3M | -34.0% | +10.9% | -44.9% | -35.4% |
| 6M | +10.0% | +3.0% | +7.0% | +8.8% |
| YTD | +45.7% | -12.2% | +57.9% | +47.8% |
| 1Y | +57.3% | +3.3% | +54.0% | +54.9% |
| 3Y | +878.9% | -8.2% | +887.2% | +880.6% |
| 5Y | -28.3% | -29.9% | +1.6% | -25.9% |
| 10Y | +82.7% | +208.5% | -125.8% | +77.5% |
| All | +1,720.0% | +21,855.1% | -20,135.1% | +1,261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling