-59.2%
NKE vs WULF
+830.0%
-889.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -4.2% | +1.4% | -5.6% | -4.2% |
| 30D | -8.2% | -2.6% | -5.6% | -8.2% |
| 3M | -19.1% | -34.0% | +14.9% | -18.1% |
| 6M | -32.6% | +10.0% | -42.6% | -33.4% |
| YTD | -40.7% | +45.7% | -86.4% | -42.2% |
| 1Y | -48.9% | +57.3% | -106.2% | -50.6% |
| 3Y | -59.2% | +878.9% | -938.2% | -66.4% |
| All | -59.2% | +830.0% | -889.2% | -66.4% |
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