-13.4%
WULF vs DOCN
+55.6%
-69.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +8.0% | +0.9% | +5.5% |
| 7D | +13.2% | -12.8% | +26.0% | +20.0% |
| 30D | -10.1% | -41.9% | +31.8% | +11.0% |
| 3M | -27.5% | -36.9% | +9.4% | -13.7% |
| 6M | -47.1% | -52.2% | +5.2% | -33.0% |
| YTD | +7.7% | +62.7% | -55.0% | -19.0% |
| All | -13.4% | +55.6% | -69.0% | -30.7% |
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