+789.1%
NOW vs WULF
+82.7%
+706.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.9% |
| 7D | -6.2% | +1.4% | -7.6% | -6.3% |
| 30D | +6.1% | -2.6% | +8.7% | +6.0% |
| 3M | +28.6% | -34.0% | +62.5% | +30.4% |
| 6M | +14.6% | +10.0% | +4.6% | +12.5% |
| YTD | -13.5% | +45.7% | -59.2% | -16.9% |
| 1Y | -29.4% | +57.3% | -86.7% | -32.8% |
| 3Y | +9.4% | +878.9% | -869.6% | -11.9% |
| 5Y | +2.3% | -28.3% | +30.6% | -17.7% |
| All | +789.1% | +82.7% | +706.4% | +614.0% |
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 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