+138.6%
NOK vs WULF
+82.7%
+55.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +4.6% |
| 7D | +11.0% | +1.4% | +9.6% | +10.9% |
| 30D | +7.8% | -2.6% | +10.5% | +7.9% |
| 3M | -21.0% | -34.0% | +13.0% | -19.4% |
| 6M | +40.9% | +10.0% | +30.9% | +40.1% |
| YTD | +72.0% | +45.7% | +26.3% | +68.0% |
| 1Y | +140.9% | +57.3% | +83.6% | +134.0% |
| 3Y | +194.3% | +878.9% | -684.7% | +147.1% |
| 5Y | +112.5% | -28.3% | +140.8% | +82.1% |
| All | +138.6% | +82.7% | +55.9% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling