-19.5%
NOW vs WULF
+1,277.3%
-1,296.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.4% | -3.2% | +2.9% |
| 7D | -5.6% | +14.2% | -19.7% | -6.2% |
| 30D | -26.8% | -0.1% | -26.7% | -26.9% |
| 3M | -19.4% | -20.2% | +0.8% | -19.1% |
| 6M | +12.3% | -42.8% | +55.2% | +13.9% |
| YTD | -32.9% | +16.3% | -49.2% | -35.6% |
| 1Y | -40.3% | +8.0% | -48.3% | -42.5% |
| All | -19.5% | +1,277.3% | -1,296.8% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling