-22.1%
WULF vs DXCM
+44.8%
-66.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.6% | -13.3% | -6.8% |
| 7D | -12.8% | +12.5% | -25.4% | -13.6% |
| 30D | -20.9% | +1.8% | -22.7% | -20.8% |
| 3M | -38.0% | +1.8% | -39.8% | -38.1% |
| 6M | -47.5% | +47.4% | -94.9% | -53.1% |
| YTD | +1.8% | +33.3% | -31.5% | -5.3% |
| 1Y | -22.1% | +44.6% | -66.7% | -27.9% |
| All | -22.1% | +44.8% | -66.9% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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