+86.1%
WULF vs DOW
+30.0%
+56.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +1.7% |
| 7D | +7.6% | -2.4% | +9.9% | +7.5% |
| 30D | -8.6% | +0.4% | -9.0% | -8.6% |
| 3M | -37.0% | -14.4% | -22.6% | -36.1% |
| 6M | +7.4% | -7.0% | +14.4% | +1.3% |
| YTD | +43.7% | +30.2% | +13.5% | +21.7% |
| 1Y | +86.1% | +29.2% | +56.9% | +59.4% |
| All | +86.1% | +30.0% | +56.1% | +59.4% |
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