-55.9%
WULF vs DOCN
-29.3%
-26.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +0.9% | -1.1% |
| 7D | +11.0% | +19.1% | -8.1% | +1.7% |
| 30D | +9.4% | -21.0% | +30.4% | +23.6% |
| 3M | -22.6% | -34.7% | +12.1% | -4.8% |
| 6M | -45.4% | -45.8% | +0.4% | -28.3% |
| YTD | +9.8% | +79.4% | -69.6% | -29.7% |
| 1Y | +8.0% | +91.0% | -83.0% | -33.2% |
| 3Y | +1,149.5% | +237.5% | +912.1% | +428.6% |
| All | -55.9% | -29.3% | -26.6% | -66.7% |
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