+75.2%
WULF vs DOCU
+104.4%
-29.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.2% | -3.4% | +3.6% | +1.1% |
| 30D | -8.8% | +9.3% | -18.0% | -11.1% |
| 3M | -22.5% | +30.2% | -52.7% | -28.9% |
| 6M | -46.3% | +62.1% | -108.4% | -54.8% |
| YTD | +9.3% | +13.5% | -4.2% | +0.2% |
| 1Y | -12.2% | +11.5% | -23.7% | -18.8% |
| 3Y | +1,181.6% | +89.5% | +1,092.1% | +899.0% |
| 5Y | -55.4% | -69.6% | +14.2% | -56.6% |
| All | +75.2% | +104.4% | -29.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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