+18.0%
WULF vs DOCS
-21.0%
+39.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.0% | +14.8% | +13.3% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -21.0% | +17.4% | -38.4% | -24.4% |
| 3M | -35.5% | +57.4% | -92.8% | -44.6% |
| 6M | -55.8% | +26.5% | -82.4% | -60.7% |
| YTD | -1.0% | -26.6% | +25.5% | +2.5% |
| 1Y | -20.4% | -48.1% | +27.7% | -7.7% |
| 3Y | +972.6% | +52.6% | +920.0% | +666.3% |
| 5Y | -54.5% | -52.1% | -2.4% | -58.9% |
| All | +18.0% | -21.0% | +39.1% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling