+151.2%
WULF vs DOW
-15.9%
+167.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +15.6% | -6.0% | +21.6% | +18.4% |
| 30D | +5.7% | -2.7% | +8.5% | +6.7% |
| 3M | -32.3% | -10.5% | -21.8% | -30.1% |
| 6M | +23.7% | -12.4% | +36.1% | +24.1% |
| YTD | +49.1% | +30.0% | +19.1% | +22.3% |
| 1Y | +66.3% | +27.8% | +38.5% | +35.7% |
| 3Y | +851.7% | -34.9% | +886.6% | +963.3% |
| 5Y | -30.9% | -35.9% | +5.0% | -22.4% |
| All | +151.2% | -15.9% | +167.1% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling