+8.0%
WULF vs DOC
+21.6%
-13.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +11.0% | -0.9% | +11.9% | +11.2% |
| 30D | +9.4% | +7.7% | +1.6% | +7.3% |
| 3M | -22.6% | -2.0% | -20.6% | -21.7% |
| 6M | -45.4% | +5.9% | -51.3% | -47.2% |
| YTD | +9.8% | +31.8% | -22.0% | -1.7% |
| 1Y | +8.0% | +22.5% | -14.5% | +2.7% |
| All | +8.0% | +21.6% | -13.6% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling