+1,762.4%
WULF vs NEM
+375.6%
+1,386.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.2% |
| 7D | +15.6% | +3.1% | +12.5% | +15.3% |
| 30D | +5.7% | +10.0% | -4.3% | +5.0% |
| 3M | -32.3% | +30.9% | -63.2% | -33.6% |
| 6M | +23.7% | +10.5% | +13.1% | +22.7% |
| YTD | +49.1% | +29.7% | +19.4% | +46.8% |
| 1Y | +66.3% | +71.1% | -4.8% | +61.2% |
| 3Y | +851.7% | +252.1% | +599.6% | +792.0% |
| 5Y | -30.9% | +157.7% | -188.6% | -34.9% |
| 10Y | +86.9% | +319.4% | -232.4% | +74.1% |
| All | +1,762.4% | +375.6% | +1,386.8% | +1,529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling