+71.4%
WULF vs DOCS
-36.0%
+107.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.5% |
| 7D | +7.6% | -1.4% | +9.0% | +8.0% |
| 30D | -8.6% | +21.8% | -30.5% | -15.5% |
| 3M | -37.0% | +27.3% | -64.3% | -42.8% |
| 6M | +7.4% | -0.3% | +7.8% | +2.2% |
| YTD | +43.7% | -40.5% | +84.2% | +58.3% |
| 1Y | +86.1% | -61.5% | +147.7% | +135.8% |
| 3Y | +733.8% | +8.2% | +725.7% | +569.4% |
| 5Y | -33.6% | -73.4% | +39.8% | -32.9% |
| All | +71.4% | -36.0% | +107.4% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling