+14,546.7%
NVDA vs WULF
+82.7%
+14,464.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.4% |
| 7D | -5.1% | +1.4% | -6.5% | -5.3% |
| 30D | -2.5% | -2.6% | +0.1% | -2.4% |
| 3M | +6.7% | -34.0% | +40.6% | +10.1% |
| 6M | +17.6% | +10.0% | +7.6% | +15.2% |
| YTD | +17.3% | +45.7% | -28.4% | +11.2% |
| 1Y | +23.5% | +57.3% | -33.8% | +15.2% |
| 3Y | +384.6% | +878.9% | -494.3% | +257.3% |
| 5Y | +875.4% | -28.3% | +903.7% | +616.6% |
| All | +14,546.7% | +82.7% | +14,464.0% | +10,938.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling