-22.1%
WULF vs NDAQ
+28.8%
-50.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.6% | -9.2% | -6.1% |
| 7D | -12.8% | +3.9% | -16.7% | -12.2% |
| 30D | -20.9% | +19.0% | -39.9% | -18.9% |
| 3M | -38.0% | +17.6% | -55.6% | -36.6% |
| 6M | -47.5% | +21.0% | -68.5% | -45.4% |
| YTD | +1.8% | +14.1% | -12.3% | +2.2% |
| 1Y | -22.1% | +29.4% | -51.5% | -39.7% |
| All | -22.1% | +28.8% | -50.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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