+82.7%
WULF vs NDAQ
+368.2%
-285.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.0% |
| 7D | +1.4% | -5.6% | +6.9% | +4.0% |
| 30D | -2.6% | -4.4% | +1.7% | -0.7% |
| 3M | -34.0% | +5.9% | -39.8% | -36.6% |
| 6M | +10.0% | +7.7% | +2.2% | +3.9% |
| YTD | +45.7% | -5.2% | +50.9% | +45.6% |
| 1Y | +57.3% | -3.4% | +60.7% | +55.9% |
| 3Y | +878.9% | +85.6% | +793.3% | +647.1% |
| 5Y | -28.3% | +49.5% | -77.8% | -42.0% |
| All | +82.7% | +368.2% | -285.6% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling