+86.1%
WULF vs NEM
+73.9%
+12.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.8% |
| 7D | +7.6% | +0.3% | +7.3% | +7.5% |
| 30D | -8.6% | +23.1% | -31.7% | -19.1% |
| 3M | -37.0% | +18.5% | -55.4% | -43.2% |
| 6M | +7.4% | +7.8% | -0.4% | +0.8% |
| YTD | +43.7% | +29.1% | +14.6% | +29.8% |
| 1Y | +86.1% | +72.7% | +13.5% | +79.1% |
| All | +86.1% | +73.9% | +12.2% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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