-22.1%
WULF vs DOCN
+110.0%
-132.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.2% | +0.5% | -3.9% |
| 7D | -12.8% | -20.0% | +7.2% | -5.1% |
| 30D | -20.9% | -38.8% | +17.9% | -5.6% |
| 3M | -38.0% | -34.8% | -3.2% | -28.1% |
| 6M | -47.5% | -22.8% | -24.7% | -42.2% |
| YTD | +1.8% | +74.6% | -72.8% | -17.1% |
| 1Y | -22.1% | +116.4% | -138.5% | -40.3% |
| All | -22.1% | +110.0% | -132.1% | -40.3% |
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