+1,700.7%
NOK vs WULF
+1,670.2%
+30.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.2% |
| 7D | +9.3% | +15.6% | -6.2% | +8.8% |
| 30D | +17.9% | +5.7% | +12.1% | +17.6% |
| 3M | -22.3% | -32.3% | +10.0% | -21.4% |
| 6M | +36.4% | +23.7% | +12.7% | +35.4% |
| YTD | +66.3% | +49.1% | +17.2% | +63.7% |
| 1Y | +134.4% | +66.3% | +68.1% | +129.7% |
| 3Y | +186.6% | +851.7% | -665.1% | +157.8% |
| 5Y | +102.7% | -30.9% | +133.6% | +83.7% |
| 10Y | +129.8% | +86.9% | +42.9% | +100.7% |
| All | +1,700.7% | +1,670.2% | +30.5% | +1,615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling