+1,022.8%
NBIS vs WULF
+220.7%
+802.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -3.4% |
| 7D | -0.8% | +1.4% | -2.2% | -1.5% |
| 30D | -13.4% | -2.6% | -10.8% | -12.5% |
| 3M | +1.0% | -34.0% | +35.0% | +25.5% |
| 6M | +100.5% | +10.0% | +90.5% | +97.1% |
| YTD | +168.3% | +45.7% | +122.6% | +135.9% |
| 1Y | +151.8% | +57.3% | +94.4% | +110.6% |
| All | +1,022.8% | +220.7% | +802.1% | +570.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling