-57.0%
WULF vs DOC
-19.7%
-37.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.8% | +7.1% | +7.9% |
| 7D | +13.2% | +5.9% | +7.3% | +9.6% |
| 30D | -10.1% | +10.3% | -20.4% | -15.6% |
| 3M | -27.5% | -2.2% | -25.3% | -26.9% |
| 6M | -47.1% | +8.2% | -55.3% | -50.5% |
| YTD | +7.7% | +35.4% | -27.6% | -13.6% |
| 1Y | -11.2% | +23.6% | -34.8% | -24.6% |
| 3Y | +1,217.0% | +57.3% | +1,159.8% | +836.3% |
| 5Y | -57.0% | -19.6% | -37.4% | -62.7% |
| All | -57.0% | -19.7% | -37.4% | -62.7% |
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 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