+86.1%
WULF vs DOCN
+254.3%
-168.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.8% |
| 7D | +7.6% | +1.1% | +6.4% | +7.2% |
| 30D | -8.6% | -9.6% | +1.0% | -6.0% |
| 3M | -37.0% | -37.7% | +0.7% | -29.3% |
| 6M | +7.4% | +115.2% | -107.8% | -19.4% |
| YTD | +43.7% | +133.7% | -90.0% | +3.7% |
| 1Y | +86.1% | +250.2% | -164.0% | +21.7% |
| All | +86.1% | +254.3% | -168.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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