+504.4%
NOW vs WULF
+39.2%
+465.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.9% |
| 7D | -1.7% | +29.4% | -31.0% | -3.0% |
| 30D | -27.4% | -1.3% | -26.1% | -27.5% |
| 3M | -19.4% | -24.1% | +4.7% | -18.8% |
| 6M | +13.1% | -42.8% | +55.9% | +14.9% |
| YTD | -34.3% | +13.5% | -47.8% | -36.4% |
| 1Y | -41.8% | +3.2% | -44.9% | -43.4% |
| 3Y | -20.7% | +1,230.6% | -1,251.3% | -37.2% |
| 5Y | -27.2% | -54.1% | +26.9% | -40.8% |
| All | +504.4% | +39.2% | +465.2% | +385.4% |
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 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