-57.9%
WULF vs DOC
-21.4%
-36.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.1% | +12.4% |
| 7D | -3.1% | +6.5% | -9.5% | -6.6% |
| 30D | -21.0% | +9.2% | -30.2% | -25.5% |
| 3M | -35.5% | -2.5% | -33.0% | -34.9% |
| 6M | -55.8% | +7.1% | -62.9% | -58.5% |
| YTD | -1.0% | +33.0% | -34.0% | -19.9% |
| 1Y | -20.4% | +23.3% | -43.6% | -32.5% |
| 3Y | +972.6% | +44.9% | +927.7% | +701.4% |
| All | -57.9% | -21.4% | -36.5% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling