-22.1%
WULF vs DOW
+50.2%
-72.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.4% | -7.1% |
| 7D | -12.8% | -4.2% | -8.6% | -13.3% |
| 30D | -20.9% | +14.7% | -35.6% | -19.2% |
| 3M | -38.0% | +9.1% | -47.1% | -36.9% |
| 6M | -47.5% | -17.7% | -29.9% | -46.0% |
| YTD | +1.8% | +44.6% | -42.8% | -18.9% |
| 1Y | -22.1% | +51.9% | -74.0% | -38.5% |
| All | -22.1% | +50.2% | -72.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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