-34.4%
WULF vs NET
+5.0%
-39.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -8.3% | -5.6% | -11.5% |
| 7D | -20.9% | -21.2% | +0.3% | -15.4% |
| 30D | -32.7% | -31.1% | -1.5% | -25.8% |
| 3M | -44.2% | -16.5% | -27.7% | -41.6% |
| 6M | -57.1% | 0.0% | -57.1% | -57.8% |
| YTD | -12.3% | +24.0% | -36.3% | -22.9% |
| 1Y | -34.4% | +7.0% | -41.4% | -32.1% |
| All | -34.4% | +5.0% | -39.3% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling