-55.9%
WULF vs DXCM
-48.7%
-7.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -4.0% |
| 7D | +11.0% | +4.9% | +6.1% | +9.4% |
| 30D | +9.4% | -0.2% | +9.5% | +8.7% |
| 3M | -22.6% | -8.9% | -13.7% | -21.1% |
| 6M | -45.4% | +42.3% | -87.7% | -53.2% |
| YTD | +9.8% | +25.6% | -15.7% | -1.5% |
| 1Y | +8.0% | +39.5% | -31.5% | -6.3% |
| 3Y | +1,149.5% | -15.3% | +1,164.8% | +1,066.8% |
| All | -55.9% | -48.7% | -7.2% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling