+995.9%
WULF vs DOC
+1,041.5%
-45.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.2% | -13.6% | -13.8% |
| 7D | -20.9% | +6.2% | -27.2% | -21.7% |
| 30D | -32.7% | +6.5% | -39.1% | -33.5% |
| 3M | -44.2% | -6.2% | -38.0% | -43.8% |
| 6M | -57.1% | +25.6% | -82.7% | -58.8% |
| YTD | -12.3% | +32.1% | -44.3% | -16.4% |
| 1Y | -34.4% | +20.3% | -54.7% | -36.6% |
| 3Y | +776.5% | +42.7% | +733.8% | +728.6% |
| 5Y | -59.6% | -22.2% | -37.5% | -59.1% |
| 10Y | +9.7% | +16.5% | -6.9% | +5.2% |
| All | +995.9% | +1,041.5% | -45.6% | +774.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling