+1,076.8%
WULF vs NDAQ
+2,281.8%
-1,205.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +8.4% |
| 7D | +21.9% | -2.6% | +24.5% | +22.3% |
| 30D | +4.6% | +0.5% | +4.1% | +4.5% |
| 3M | -30.9% | +9.9% | -40.8% | -32.0% |
| 6M | +29.9% | +8.2% | +21.7% | +27.8% |
| YTD | +55.4% | -1.5% | +56.9% | +54.7% |
| 1Y | +94.1% | +1.3% | +92.8% | +92.6% |
| 3Y | +892.2% | +92.6% | +799.6% | +818.7% |
| 5Y | -26.7% | +53.8% | -80.6% | -30.6% |
| 10Y | +94.0% | +376.0% | -282.0% | +69.8% |
| All | +1,076.8% | +2,281.8% | -1,205.0% | +808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling