+98.1%
NU vs WULF
+830.0%
-731.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -3.0% |
| 7D | -4.9% | +1.4% | -6.3% | -5.1% |
| 30D | +7.8% | -2.6% | +10.4% | +7.8% |
| 3M | +20.9% | -34.0% | +54.9% | +24.7% |
| 6M | +0.9% | +10.0% | -9.1% | -1.4% |
| YTD | -12.7% | +45.7% | -58.4% | -17.4% |
| 1Y | -6.4% | +57.3% | -63.7% | -12.9% |
| 3Y | +98.1% | +878.9% | -780.8% | +61.5% |
| All | +98.1% | +830.0% | -731.9% | +61.5% |
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