+214.4%
WULF vs NET
+1,449.6%
-1,235.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.4% |
| 7D | +7.6% | -7.0% | +14.5% | +10.4% |
| 30D | -8.6% | -4.8% | -3.8% | -8.0% |
| 3M | -37.0% | +3.8% | -40.8% | -38.8% |
| 6M | +7.4% | +50.0% | -42.6% | -12.8% |
| YTD | +43.7% | +41.5% | +2.2% | +17.8% |
| 1Y | +86.1% | +32.8% | +53.3% | +56.1% |
| 3Y | +733.8% | +335.9% | +398.0% | +352.2% |
| 5Y | -33.6% | +113.8% | -147.4% | -62.7% |
| All | +214.4% | +1,449.6% | -1,235.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling