+39.2%
WULF vs DOC
+21.5%
+17.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | +29.4% | 0.0% | +29.4% | +29.4% |
| 30D | -1.3% | +6.6% | -7.9% | -3.7% |
| 3M | -24.1% | -1.1% | -23.0% | -24.1% |
| 6M | -42.8% | +4.8% | -47.6% | -44.3% |
| YTD | +13.5% | +32.1% | -18.6% | +1.9% |
| 1Y | +3.2% | +21.9% | -18.7% | -4.9% |
| 3Y | +1,230.6% | +51.4% | +1,179.2% | +1,054.2% |
| 5Y | -54.1% | -21.2% | -32.9% | -54.6% |
| All | +39.2% | +21.5% | +17.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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