-22.1%
WULF vs DOV
+21.2%
-43.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.2% |
| 7D | -12.8% | +2.2% | -15.1% | -15.0% |
| 30D | -20.9% | +11.2% | -32.1% | -28.4% |
| 3M | -38.0% | +1.6% | -39.6% | -39.0% |
| 6M | -47.5% | -3.2% | -44.3% | -46.4% |
| YTD | +1.8% | +9.7% | -7.9% | -0.9% |
| 1Y | -22.1% | +20.5% | -42.6% | -22.6% |
| All | -22.1% | +21.2% | -43.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling