+23.5%
NVDA vs WULF
+60.2%
-36.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.6% |
| 7D | -5.1% | +1.4% | -6.5% | -5.5% |
| 30D | -2.5% | -2.6% | +0.1% | -2.4% |
| 3M | +6.7% | -34.0% | +40.6% | +12.5% |
| 6M | +17.6% | +10.0% | +7.6% | +13.7% |
| YTD | +17.3% | +45.7% | -28.4% | +8.3% |
| 1Y | +23.5% | +57.3% | -33.8% | +12.7% |
| All | +23.5% | +60.2% | -36.7% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling