+76.1%
WULF vs DXCM
+266.8%
-190.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.5% | -5.9% |
| 7D | -0.6% | -5.8% | +5.2% | +0.3% |
| 30D | -3.6% | -5.6% | +2.0% | -3.0% |
| 3M | -30.4% | +13.0% | -43.4% | -32.1% |
| 6M | +12.5% | +24.7% | -12.2% | +7.8% |
| YTD | +40.5% | +27.3% | +13.1% | +34.2% |
| 1Y | +53.0% | +11.2% | +41.8% | +48.5% |
| 3Y | +796.7% | -19.0% | +815.7% | +787.0% |
| 5Y | -30.9% | -38.5% | +7.6% | -32.2% |
| All | +76.1% | +266.8% | -190.7% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling