-30.9%
WULF vs DXCM
-38.0%
+7.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | +15.6% | -6.5% | +22.1% | +17.9% |
| 30D | +5.7% | -4.3% | +10.0% | +6.8% |
| 3M | -32.3% | +7.3% | -39.6% | -34.8% |
| 6M | +23.7% | +22.0% | +1.7% | +13.3% |
| YTD | +49.1% | +26.4% | +22.7% | +34.7% |
| 1Y | +66.3% | +7.0% | +59.3% | +57.6% |
| 3Y | +851.7% | -19.6% | +871.3% | +813.7% |
| 5Y | -30.9% | -39.3% | +8.4% | -30.8% |
| All | -30.9% | -38.0% | +7.1% | -30.8% |
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