-24.7%
WULF vs NEM
+155.2%
-179.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | -2.6% | +7.8% | -10.5% | -6.0% |
| 3M | -34.0% | +30.2% | -64.2% | -42.4% |
| 6M | +10.0% | +9.6% | +0.4% | +4.0% |
| YTD | +45.7% | +27.8% | +17.9% | +29.6% |
| 1Y | +57.3% | +60.7% | -3.4% | +24.1% |
| 3Y | +878.9% | +245.3% | +633.7% | +426.3% |
| All | -24.7% | +155.2% | -179.9% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling