+1,978.3%
NOW vs WULF
+118.3%
+1,860.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.7% |
| 7D | +0.3% | +11.0% | -10.7% | -0.2% |
| 30D | -27.0% | +9.4% | -36.3% | -27.3% |
| 3M | -19.6% | -22.6% | +3.0% | -19.1% |
| 6M | +17.5% | -45.4% | +62.9% | +19.4% |
| YTD | -33.3% | +9.8% | -43.1% | -35.0% |
| 1Y | -39.8% | +8.0% | -47.9% | -41.5% |
| 3Y | -19.9% | +1,149.5% | -1,169.4% | -34.7% |
| 5Y | -26.1% | -55.6% | +29.5% | -38.4% |
| 10Y | +518.7% | +34.7% | +484.0% | +408.7% |
| All | +1,978.3% | +118.3% | +1,860.0% | +1,654.8% |
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