+248.8%
NBIS vs WULF
+83.4%
+165.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +6.2% |
| 7D | +8.2% | +7.6% | +0.7% | +2.2% |
| 30D | +3.4% | -8.6% | +12.0% | +10.3% |
| 3M | -12.8% | -37.0% | +24.1% | +21.9% |
| 6M | +131.5% | +7.4% | +124.1% | +119.5% |
| YTD | +170.5% | +43.7% | +126.8% | +108.4% |
| 1Y | +248.8% | +86.1% | +162.6% | +9.1% |
| All | +248.8% | +83.4% | +165.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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