+145.5%
WULF vs DOW
-17.0%
+162.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.6% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -2.6% | -3.9% | +1.3% | -1.2% |
| 3M | -34.0% | -12.7% | -21.3% | -31.0% |
| 6M | +10.0% | -13.7% | +23.7% | +10.9% |
| YTD | +45.7% | +28.4% | +17.3% | +20.1% |
| 1Y | +57.3% | +21.8% | +35.6% | +31.5% |
| 3Y | +878.9% | -35.7% | +914.7% | +998.5% |
| 5Y | -28.3% | -36.8% | +8.5% | -19.0% |
| All | +145.5% | -17.0% | +162.4% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling