+2,771.1%
NOW vs WULF
+185.5%
+2,585.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.0% |
| 7D | -2.4% | +7.6% | -9.9% | -2.7% |
| 30D | +20.5% | -8.6% | +29.1% | +20.8% |
| 3M | +18.3% | -37.0% | +55.3% | +20.2% |
| 6M | +24.1% | +7.4% | +16.6% | +22.1% |
| YTD | -7.8% | +43.7% | -51.5% | -11.0% |
| 1Y | -21.4% | +86.1% | -107.5% | -25.5% |
| 3Y | +19.5% | +733.8% | -714.3% | -0.6% |
| 5Y | +4.1% | -33.6% | +37.7% | -14.2% |
| 10Y | +826.4% | +76.1% | +750.4% | +655.6% |
| All | +2,771.1% | +185.5% | +2,585.6% | +2,304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling