-22.1%
WULF vs NEM
+50.9%
-72.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +9.9% | -16.5% | -13.4% |
| 7D | -12.8% | +3.7% | -16.5% | -15.6% |
| 30D | -20.9% | +2.0% | -22.9% | -22.2% |
| 3M | -38.0% | +21.1% | -59.1% | -46.6% |
| 6M | -47.5% | +9.5% | -57.0% | -51.5% |
| YTD | +1.8% | +19.1% | -17.2% | -11.5% |
| 1Y | -22.1% | +51.1% | -73.2% | -45.5% |
| All | -22.1% | +50.9% | -72.9% | -45.5% |
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