+30.4%
WULF vs DOCS
-21.3%
+51.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.8% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -8.8% | +6.3% | -15.1% | -10.2% |
| 3M | -22.5% | +26.5% | -49.0% | -28.0% |
| 6M | -46.3% | +24.8% | -71.1% | -52.0% |
| YTD | +9.3% | -26.8% | +36.1% | +13.3% |
| 1Y | -12.2% | -38.3% | +26.1% | -3.8% |
| 3Y | +1,181.6% | +36.0% | +1,145.6% | +860.9% |
| 5Y | -55.4% | -55.0% | -0.4% | -59.4% |
| All | +30.4% | -21.3% | +51.6% | +7.9% |
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