+878.9%
WULF vs DOV
+37.0%
+841.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.5% |
| 7D | +1.4% | -2.0% | +3.4% | +4.4% |
| 30D | -2.6% | -8.9% | +6.3% | +10.5% |
| 3M | -34.0% | -13.3% | -20.7% | -21.8% |
| 6M | +10.0% | -9.7% | +19.6% | +24.1% |
| YTD | +45.7% | -2.5% | +48.1% | +48.0% |
| 1Y | +57.3% | +7.2% | +50.1% | +34.8% |
| 3Y | +878.9% | +39.4% | +839.5% | +528.6% |
| All | +878.9% | +37.0% | +841.9% | +528.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling