+972.6%
WULF vs DOCU
+87.9%
+884.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.7% | +14.5% | +13.1% |
| 7D | -3.1% | -5.5% | +2.5% | -2.0% |
| 30D | -21.0% | +12.6% | -33.7% | -23.1% |
| 3M | -35.5% | +36.4% | -71.9% | -40.6% |
| 6M | -55.8% | +66.8% | -122.6% | -62.7% |
| YTD | -1.0% | +13.5% | -14.5% | -4.6% |
| 1Y | -20.4% | +11.3% | -31.7% | -22.3% |
| 3Y | +972.6% | +92.1% | +880.6% | +528.6% |
| All | +972.6% | +87.9% | +884.7% | +528.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling