-55.4%
WULF vs DOCN
-30.4%
-25.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | +0.2% | -12.1% | +12.4% | +7.3% |
| 30D | -8.8% | -41.0% | +32.2% | +19.2% |
| 3M | -22.5% | -38.7% | +16.2% | -2.0% |
| 6M | -46.3% | -51.5% | +5.2% | -25.5% |
| YTD | +9.3% | +65.3% | -55.9% | -26.8% |
| 1Y | -12.2% | +53.9% | -66.1% | -38.7% |
| 3Y | +1,181.6% | +215.6% | +966.1% | +465.8% |
| 5Y | -55.4% | -26.2% | -29.3% | -68.7% |
| All | -55.4% | -30.4% | -25.0% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling