-21.4%
NOW vs WULF
+83.4%
-104.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -2.9% |
| 7D | -2.4% | +7.6% | -9.9% | -2.1% |
| 30D | +20.5% | -8.6% | +29.1% | +20.1% |
| 3M | +18.3% | -37.0% | +55.3% | +18.0% |
| 6M | +24.1% | +7.4% | +16.6% | +22.2% |
| YTD | -7.8% | +43.7% | -51.5% | -11.0% |
| 1Y | -21.4% | +86.1% | -107.5% | -21.9% |
| All | -21.4% | +83.4% | -104.8% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling