+11.8%
NOW vs WULF
+850.0%
-838.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +8.2% | -13.2% | -5.3% |
| 7D | -6.1% | +21.9% | -28.0% | -6.9% |
| 30D | +7.5% | +4.6% | +2.9% | +7.1% |
| 3M | +17.5% | -30.9% | +48.5% | +19.1% |
| 6M | +7.9% | +29.9% | -22.0% | +4.6% |
| YTD | -12.4% | +55.4% | -67.8% | -16.6% |
| 1Y | -28.6% | +94.1% | -122.7% | -33.4% |
| 3Y | +11.8% | +892.2% | -880.4% | -6.4% |
| All | +11.8% | +850.0% | -838.2% | -6.4% |
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 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