+86.1%
WULF vs DXCM
+11.0%
+75.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.8% |
| 7D | +7.6% | -3.2% | +10.8% | +7.7% |
| 30D | -8.6% | +6.3% | -15.0% | -9.3% |
| 3M | -37.0% | +21.1% | -58.1% | -37.9% |
| 6M | +7.4% | +20.6% | -13.2% | +5.3% |
| YTD | +43.7% | +32.4% | +11.3% | +39.3% |
| 1Y | +86.1% | +8.8% | +77.3% | +93.2% |
| All | +86.1% | +11.0% | +75.1% | +93.2% |
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