+878.9%
WULF vs DXCM
-20.4%
+899.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.1% |
| 7D | +1.4% | -5.5% | +6.9% | +2.6% |
| 30D | -2.6% | -8.6% | +5.9% | -0.8% |
| 3M | -34.0% | +10.3% | -44.3% | -36.3% |
| 6M | +10.0% | +25.2% | -15.2% | +2.2% |
| YTD | +45.7% | +25.1% | +20.6% | +35.1% |
| 1Y | +57.3% | +9.2% | +48.1% | +50.6% |
| 3Y | +878.9% | -22.6% | +901.6% | +818.2% |
| All | +878.9% | -20.4% | +899.4% | +818.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling