+32.7%
WULF vs DOCN
+88.7%
-55.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +8.0% | +0.9% | +5.0% |
| 7D | +13.2% | -12.8% | +26.0% | +21.4% |
| 30D | -10.1% | -41.9% | +31.8% | +17.3% |
| 3M | -27.5% | -36.9% | +9.4% | -10.4% |
| 6M | -47.1% | -52.2% | +5.2% | -26.7% |
| YTD | +7.7% | +62.7% | -55.0% | -25.4% |
| 1Y | -11.2% | +58.2% | -69.4% | -37.5% |
| 3Y | +1,217.0% | +219.5% | +997.6% | +512.3% |
| 5Y | -57.0% | -32.9% | -24.2% | -68.1% |
| All | +32.7% | +88.7% | -55.9% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling