+136.6%
NBIS vs WULF
+13.6%
+123.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.8% | +0.7% | -0.1% |
| 7D | +8.3% | -0.6% | +8.9% | +8.8% |
| 30D | +18.1% | -3.6% | +21.7% | +21.0% |
| 3M | +7.8% | -30.4% | +38.2% | +44.0% |
| 6M | +136.6% | +12.5% | +124.1% | +98.8% |
| All | +136.6% | +13.6% | +123.0% | +98.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling