+68.4%
WULF vs DOC
-2.1%
+70.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | +7.6% | -1.5% | +9.0% | +8.1% |
| 30D | -8.6% | -4.8% | -3.9% | -7.2% |
| 3M | -37.0% | +6.9% | -43.8% | -38.8% |
| 6M | +7.4% | +20.7% | -13.3% | 0.0% |
| YTD | +43.7% | +34.1% | +9.5% | +29.0% |
| 1Y | +86.1% | +22.6% | +63.5% | +71.0% |
| 3Y | +733.8% | +20.8% | +713.0% | +670.4% |
| 5Y | -33.6% | -24.9% | -8.7% | -33.7% |
| All | +68.4% | -2.1% | +70.5% | +68.9% |
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