-22.1%
WULF vs DOCS
-47.4%
+25.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.3% | -13.0% | -5.4% |
| 7D | -12.8% | +1.2% | -14.0% | -12.5% |
| 30D | -20.9% | +21.3% | -42.2% | -17.7% |
| 3M | -38.0% | +58.4% | -96.4% | -31.0% |
| 6M | -47.5% | +39.3% | -86.8% | -42.0% |
| YTD | +1.8% | -21.7% | +23.5% | +4.8% |
| 1Y | -22.1% | -47.3% | +25.3% | -12.0% |
| All | -22.1% | -47.4% | +25.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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