+31.0%
WULF vs DOCS
-19.0%
+50.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +11.0% | +2.6% | +8.4% | +10.3% |
| 30D | +9.4% | +11.4% | -2.1% | +6.3% |
| 3M | -22.6% | +25.4% | -48.0% | -27.8% |
| 6M | -45.4% | +42.5% | -88.0% | -52.9% |
| YTD | +9.8% | -24.7% | +34.5% | +13.0% |
| 1Y | +8.0% | -32.9% | +41.0% | +15.2% |
| 3Y | +1,149.5% | +39.6% | +1,109.9% | +830.8% |
| 5Y | -55.6% | -54.6% | -1.0% | -59.7% |
| All | +31.0% | -19.0% | +50.0% | +7.6% |
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